Agenda for the Stanford Big-Data Initiative

A provisional agenda for the Stanford Big-Data Initiative in International Macro-Finance is provided below.

All times are in Pacific Time. This year, the meeting was virtual.

Saturday, August 29

Time Events & Speakers
7:30–8:00am Welcome Remarks and Introduction to the Field
Matteo Maggiori, associate professor, Stanford GSB
8:00–10:30am Currency Risk Premia and Covered Interest Rate Parity
10:30–11:30am Lunch
11:30am–2:00pm Firms, Investors, and Global Capital Allocation
  • Matteo Maggiori, associate professor, Stanford GSB
  • Brent Neiman, professor, University of Chicago Booth School of Business
  • Jesse Schreger, assistant professor, Columbia University
2:00–2:15pm Coffee Break
2:15–3:00pm Breakout Session

Sunday, August 30

Time Events & Speakers
8:00–10:30am Exchange Rates, Prices, and Trade
  • Alberto Cavallo, associate professor Harvard Business School
  • Brent Neiman, professor, University of Chicago Booth School of Business
10:30–11:30am Lunch
11:30am–12:45pm Public and Historical Data in International Macro-Finance
  • Jesse Schreger, assistant professor, Columbia University
  • Chenzi Xu, assistant professor, Stanford GSB
12:45–2:00pm Big Data, Machine Learning, and Artificial Intelligence: Methods Lectures and Applications

Susan Athey, professor, Stanford University, Department of Economics

2:00–2:15pm Coffee Break
2:15–3:00pm Breakout Session

Monday, August 31

Time Events & Speakers
8:00–10:30am Global Firm Dynamics, Productivity, (Mis)Allocations
10:30–11:30am Lunch
11:30am–2:00pm Text-Based Methods
  • Nick Bloom, professor, Stanford GSB
  • Tarek Hassan, associate professor, Boston University, Department of Economics
2:00–2:15pm Coffee Break
2:15–3:00pm Breakout Session