Agenda for the Stanford Big-Data Initiative

The agenda for the last Stanford Big-Data Initiative in International Macro-Finance is provided below as a reference. All times are in Pacific Time.

The 2023 agenda will be updated soon.

Wednesday, August 25

Time	Event	Speaker
7:30 – 8:00am	Opening Remarks	Maggiori
Session 1: Currency Risk Premia and Covered Interest Parity
8:00 – 8:45am	Exchange Rate Determinants	Lustig
10 minute break
8:55 – 9:40am	FX Returns and Aggregate Risk	Verdelhan
10 minute break
9:50 – 10:30am	Covered Interest Rate Parity	Du
10:30 – 10:50am	Three breakout rooms hosted by Du, Lustig, and Verdelhan
Lunch
Session 2: Firms, Investors, and Global Capital Allocation
11:50am – 12:10pm	Global Capital Allocations: Concepts	Maggiori
12:10 – 12:30pm	Global Portfolios and External Positions	Neiman
10 minute break
12:40 – 1:00pm	Micro Data on Cross-Border Investments	Schreger
1:00 – 1:20pm	Key Patterns in Cross-Border Investments	Schreger
10 minute break
1:30 – 1:45pm	Residency, Nationality, and Tax Havens	Neiman
1:45 – 2:10pm	Global Capital Allocation: Redrawing the Map	Maggiori
2:10 – 2:30pm	Three breakout rooms hosted by Maggiori, Neiman, and Schreger

Time	Event	Speaker
Session 3: Exchange Rates, Prices, and Trade: Theory and Microdata
8:00 – 8:15am	Exchange Rate Passthrough: Theory	Neiman
8:15 – 8:25am	Exchange Rate Passthrough and PPP in Data	Cavallo
10 minute break
8:35 – 9:05am	Price Scraping and the Billion Prices Project	Cavallo
10 minute break
9:15 – 9:45am	Applications: Currency Unions and Trade War	Cavallo
10 minute break
9:55 – 10:30am	Dynamic Trade Models with PPP Failures	Neiman
10:30 – 10:50am	Two breakout rooms hosted by Cavallo and Neiman
Lunch
Session 4: Public and Historical Data in International Macro-Finance
11:50am – 12:20pm	Contemporary Data	Schreger
10 minute break
12:20 – 12:50pm	Historical International Macro-Finance Data Sources	Xu
12:50 – 1:10pm	Two breakout rooms hosted by Schreger and Xu
Session 5: Big Data, Machine Learning, and Artificial Intelligence
1:10 – 1:40pm	Introduction to Machine Learning Methods	Athey
10 minute break
1:50 – 2:20pm	Longitudinal Data and Matrix Factorization	Athey
2:20 – 3:00pm	Social Networking in REMO

Time	Event	Speaker
Session 6: Text-based Methods
8:00 – 8:45am	Measuring Uncertainty with Text	Bloom
10 minute break
8:55 – 9:40am	Earnings Conference Calls and other Firm Disclosures	Hassan
10 minute break
9:50 – 10:35am	Job Postings and Patents	Hassan
10:35 – 10:55am	Two breakout rooms hosted by Bloom and Hassan
Lunch
Session 7: Global Firm Dynamics, Productivity, (Mis)Allocations
11:55am – 12:15pm	Misallocation Concepts	Klenow
12:15 – 12:35pm	Misallocation Facts	Klenow
10 minute break
12:45 – 1:05pm	The Facts of Economic Growth	Jones
1:05 – 1:25pm	Using the IPUMS Census / ACS Data	Jones
5 minute break
1:30 – 1:50pm	2 breakout rooms hosted by Klenow and Jones
1:50 – 2:10pm	Real and Financial Linkages at the Firm Level: Why do we care?	Kalemli-Ozcan
2:10 – 2:30pm	Real and Financial Linkages at the Firm Level: Data and Identification	Kalemli-Ozcan
2:30 – 2:35pm	5 min Q&A with Kalemli-Ozcan	Kalemli-Ozcan
2:35 – 2:40pm	Final Goodbye

2020 Stanford Big Data Initiative Agenda