All lecture videos, codes, and data for the initiative are located here.
Opening Remarks
Opening Remarks by Professor Maggiori | Slides | Video Recording |
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Session 1: Currency Risk Premia and Covered Interest Parity
Exchange Rate Determinants | Slides | Video Recording | Data & Code |
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FX Returns and Aggregate Risk | Slides | Video Recording | Data & Code |
Covered Interest Rate Parity | Slides | Video Recording |
Session 2: Firms, Investors, and Global Capital Allocation
Global Capital Allocations: Concepts | Slides | Video Recording | |
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Global Portfolios and External Positions | Slides | Video Recording | |
Micro Data on Cross-Border Investments | Slides | Video Recording | Data & Code |
Key Patterns in Cross-Border Investments | Slides | Video Recording | Data & Code |
Residency, Nationality, and Tax Havens | Slides | Video Recording | Data & Code |
Global Capital Allocation: Redrawing the Map | Slides | Video Recording | Data & Code |
Session 3: Exchange Rates, Prices, and Trade: Theory and Microdata
Exchange Rate Passthrough: Theory | Slides | Video Recording | |
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Exchange Rate Passthrough and PPP in Data | Slides | Video Recording | |
Price Scraping and the Billion Prices Project | Slides | Video Recording | Billion Prices Project PriceStats |
Applications: Currency Unions and Trade War | Slides | Video Recording | |
Dynamic Trade Models with PPP Failures | Slides | Video Recording | Data & Code Simple Note |
Session 4: Public and Historical Data in International Macro-Finance
Contemporary Data | Slides | Video Recording |
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Historical International Macro-Finance Data Sources | Slides | Video Recording |
Session 5: Big Data, Machine Learning, and Artificial Intelligence
Introduction to Machine Learning Methods | Slides | Video Recording | Data & Code |
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Longitudinal Data and Matrix Factorization | Slides | Video Recording | Data & Code |
Session 6: Global Firm Dynamics, Productivity, (Mis)Allocations
Misallocation Concepts | Slides | Video Recording | |
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Misallocation Facts | Slides | Video Recording | Data & Code |
Corporate Leverage, Credit Cycles & Growth: Insights from Europe, United States, & Emerging Markets | Slides | Video Recording | |
Real and Financial Linkages at the Firm Level: Data and Identification | Slides | Video Recording | Data & Code |
The Facts of Economic Growth | Slides | Video Recording | Data & Code |
Using the IPUMS Census / ACS Data | Slides | Video Recording | Data & Code |
Session 7: Text-based Methods
Measuring Uncertainty with Text | Slides | Video Recording | Data Sources |
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Earnings Conference Calls and Other Firm Disclosures | Slides | Video Recording | Data Code |
Job Postings & Patents | Slides | Video Recording |