All lecture videos, codes, and data for the initiative are located here.
Opening Remarks
| Opening Remarks by Professor Maggiori | Slides | Video Recording |
|---|
Session 1: Currency Risk Premia and Covered Interest Parity
| Exchange Rate Determinants | Slides | Video Recording | Data & Code |
|---|---|---|---|
| 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 | |
|---|---|---|---|
| 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 | |
|---|---|---|---|
| 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 |
|---|---|---|
| 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 |
|---|---|---|---|
| Longitudinal Data and Matrix Factorization | Slides | Video Recording | Data & Code |
Session 6: Global Firm Dynamics, Productivity, (Mis)Allocations
| Misallocation Concepts | Slides | Video Recording | |
|---|---|---|---|
| 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 |
|---|---|---|---|
| Earnings Conference Calls and Other Firm Disclosures | Slides | Video Recording | Data Code |
| Job Postings & Patents | Slides | Video Recording |