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 Adrien Verdelhan, 2020 |
Slides | Video Recording | Data & Code |
|
Covered Interest Rate Parity |
Slides | Video Recording | |
| Currency Risk Premia and Covered Interest Rate Parity Part 1 Hanno Lustig, 2023 |
Slides | Video Recording | |
| Currency Risk Premia and Covered Interest ate Parity Part 2 Arvind Krishnamurthy, 2023 |
Slides | Video Recording |
Session 2: Global Capital Allocation
|
Public Data in International Macro-Finance |
Slides | Video Recording | Further Reading |
|---|---|---|---|
| Global Capital Allocation: Home Currency Bias Matteo Maggiori, 2023 |
Slides | Video Recording | Data & Code |
| Global Capital Allocation: Tax Havens Antonio Coppola, 2023 |
Slides | Video Recording | Data & Code |
Session 3: Exchange Rates, Prices, and Trade: Theory and Microdata
| Exchange Rate Passthrough: Theory Brent Neiman, 2020 |
Slides | Video Recording | |
|---|---|---|---|
| Exchange Rate Passthrough and PPP in Data Alberto Cavallo, 2020 |
Slides | Video Recording | |
| Price Scraping and the Billion Prices Project Alberto Cavallo, 2020 |
Slides | Video Recording | Billion Prices Project PriceStats |
| Applications: Currency Unions and Trade War Alberto Cavallo, 2020 |
Slides | Video Recording | |
| Dynamic Trade Models with PPP Failures Brent Neiman, 2020 |
Slides | Video Recording | Data & Code Simple Note |
Session 4: Historical Data in International Macro-Finance
| Historical International Macro-Finance Data Sources Chenzi Xu, 2020 |
Slides | Video Recording | |
|---|---|---|---|
| Historical International Macro-Finance Data Sources Chenzi Xu, 2023 |
Slides | Video Recording |
Session 5: Big Data, Machine Learning, and Artificial Intelligence
| Introduction to Machine Learning Methods Susan Athey, 2020 |
Slides | Video Recording | Data & Code |
|---|---|---|---|
| Longitudinal Data and Matrix Factorization Susan Athey, 2020 |
Slides | Video Recording | Data & Code |
| Generative Artificial Intelligence and Economic Applications Susan Athey, 2023 |
Slides | Video Recording |
Session 6: Global Firm Dynamics, Productivity, (Mis)Allocations
| Misallocation Concepts Pete Klenow, 2020 |
Slides | Video Recording | |
|---|---|---|---|
| Misallocation Facts Pete Klenow, 2020 |
Slides | Video Recording | Data & Code |
| Corporate Leverage, Credit Cycles & Growth: Insights from Europe, United States, & Emerging Markets Sebnem Kalemli-Ozcan, 2020 |
Slides | Video Recording | |
| Real and Financial Linkages at the Firm Level: Data and Identification Pete Klenow, 2020 |
Slides | Video Recording | Data & Code |
| The Facts of Economic Growth Charles I. Jones, 2020 |
Slides | Video Recording | Data & Code |
| Using the IPUMS Census / ACS Data Charles I. Jones, 2020 |
Slides | Video Recording | Data & Code |
Session 7: Text-based Methods
| Measuring Uncertainty with Text Nicholas A. Bloom, 2020 |
Slides | Video Recording | Data Sources |
|---|---|---|---|
| Earnings Conference Calls and Other Firm Disclosures Tarek Hassan, 2020 |
Slides | Video Recording | Data Code |
| Job Postings & Patents Tarek Hassan, 2020 |
Slides | Video Recording |
Session 8: Identification in Macro
| Identification in Macro Emi Nakamura, 2023 |
Slides | Video Recording | Further Reading |
|---|
Session 9: Global Corporate Profit Shifting
| Global Corporate Profit Shifting Gabriel Zucman, 2023 |
Slides | Video Recording |
|---|
Session 10: Exchange Rate Determination When Financial Markets Are Imperfect
| Exchange Rate Determination When Financial Markets Are Imperfect Matteo Maggiori, 2023 |
Slides | Video Recording | Further Reading |
|---|