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NATIONAL BUREAU OF ECONOMIC RESEARCH

 

NBER Initiative: Systemic Risk and Macro Modeling

 

Markus K. Brunnermeier and Arvind Krishnamurthy, Organizers

 

April 28th, 2011

 

University of Chicago

Room 300

Gleacher Center, Booth School of Business (Downtown Chicago)

450 North City Front Plaza Drive

Chicago, IL

 

PROGRAM

 

THURSDAY, APRIL 28:

 

 

8:00 am

Continental Breakfast

 

 

8:40 am

Opening (TBC)

 

Update on OFR,Adam Lavier, US Treasury

 

Update on ESRB, Markus Brunnermeier, Princeton University and NBER

 

 

9:00 am

Robert Hall, Stanford University and NBER

 

Household Consumption and Debt Data

 

 

9:35 am

Amir Sufi, University of Chicago and NBER

 

Detecting "Bad" Leverage

 

 

10:10 am

Break

 

 

10:25 am

Jonathan Parker, Northwestern University and NBER

 

On Measuring the Systemic Risk Exposure of Household Consumption Demand

 

 

11:00 am

Ing-Haw Cheng, University of Michigan

 

Andrei Kirilenko, CFTC (TBC)

 

Wei Xiong, Princeton University and NBER

 

Commodity Index Traders

 

 

11:35 am

Robert McDonald, Northwestern University

 

Derivatives and OTC Markets

 

 

12:10 pm

Lunch-Lounge 350 with speech by Mattias Persson (Head of Stability Department, Riksbank)

 

 

1:30 pm

Lars Hansen, University of Chicago and NBER

 

Econometric Challenges in Identifying and Measuring Systemic Risk

 

 

2:05 pm

Break

 

 

2:30 pm

V.V. Chari, University of Minnesota and NBER

 

A MacroeconomistÂ’s Wish List of Financial Data

 

 

3:05 pm

Simon Gilchrist, Boston University and NBER

 

Corporate Credit Spreads and Credit Market Conditions

 

 

3:40 pm

Break

 

 

4:00 pm

Augustin Landier, Toulouse School of Economics

 

Regulating Systemic Risk Through Public Disclosure

 

 

4:45 pm

Adjourn

 

 

6:30 pm

Reception and Dinner
Intercontinental Chicago
King Arthur Room
505 North Michigan Avenue
Chicago, IL

5/11/11