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1st Macro Finance Workshop

May 31 - June 1, 2013  |  Columbus, OH

Members of Macro Finance Society are invited to attend the 1st Macro Finance Workshop. The workshop will be held at the Blackwell Hotel at the Fisher College of Business on the campus of The Ohio State University. The program will begin with a dinner on May 31st and end in the afternoon on June 1st. The specific schedule is as follows:

Friday, May 31, 2013
6:30 p.m.
Dinner and reception (Blackwell Hotel, Ballroom A&B)

All events on Saturday will take place in Pfahl Hall adjacent to the Blackwell Hotel.
The Workshop will take place in room 140 Pfahl Hall.

Saturday, June 1, 2013
8:15 - 9 a.m.
Continental Breakfast
9 - 10 a.m. Ian Dew-Becker and Stefano Giglio, Federal Reserve Bank of San Francisco and University of Chicago, Asset Pricing in the Frequency Domain: Theory and Empirics

Discussant: Urban Jermann, University of Pennsylvania
10 - 11 a.m.
Hui Chen, Winston Wei Dou, and Leonid Kogan, MIT, Measuring the "Dark Matter" in Asset Pricing Models

Discussant: Laura Veldkamp, New York University
11 - 11:20 a.m.
Break
11:20 a.m. - 12:20 p.m.
Distinguished speaker: Lars Peter Hansen, University of Chicago
12:20 - 1:30 p.m. Lunch
1:30 - 2:30 p.m. Hengjie Ai, University of Minnesota; Dana Kiku, University of Pennsylvania; and Rui Li, Purdue University, A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment

Discussant: Vincenzo Quadrini, University of Southern California
2:30 - 2:50 p.m.
Break
2:50 - 3:50 p.m. Eric Swanson, Federal Reserve Bank of San Francisco, Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences

Discussant: Nicolas Petrosky-Nadeau, Carnegie Mellon University
3:50 - 4:50 p.m. Vito Gala, London Business School and Joao Gomes, University of Pennsylvania, Beyond Q: Investment without Asset Prices

Discussant: Ilan Cooper, Norwegian Business School and Tel Aviv University
Workshop organizers: