Seminars 2012

The Riksbank’s Research Division holds a series of seminars where international researchers present their research. These seminars are usually held once a week on Tuesdays between 13:00 and 14:00 including questions and comments from the participants.

 

If you have any questions, please contact Ferre De Graeve.

E-post:

One-Sided Representations of Generalized Dynamic Factor Models

Marco Lippi, EIEF

Friday 13 January 2012

 

Rollover Risk and Corporate Bond Spreads

Jobtalk: Patricio Valenzuela, EUI

Monday 16 January 2012

 

Lifecycle savings when pensions are at risk: Theory and microeconometric evidence

Jobtalk: Peter van Santen, University of Groningen

Wednesday 18 January 2012

 

Managerial Compensation in the Financial Service Industry
Jobtalk: Felix Suntheim, Bocconi University

Thursday 19 January 2012

 

Optimal Leverage and Investment under Uncertainty
Jobtalk: Béla Szemely, Boston University

Monday 23 January 2012

 

Investment in Relationship-Specific Assets: Does Finance Matter?

Jobtalk: Martin Strieborny, University of Michigan

Thursday 26 January 2012

 

Marginal, joint, conditional, and contagion measures of Euro Area sovereign default risk
Jobtalk: Xin Zhang, Tinbergen Institute and VU University

Friday 27 January 2012

 

Financing Constraints, Product Market Competition, and Business Cycle Sensitivity
Jobtalk: Peter Pontuch, Paris Dauphine

Monday 30 January 2012

 

Credit Scores and Relationship Lending
Jobtalk: Sergio Vicente, New York University

Wednesday 1 February 2012

 

A Theory of Bank Illiquidity and Default with Hidden Trades

Jobtalk: Ettore Panetti, IIES-Stockholm University

Monday 6 February 2012

 

Cash Holdings and Financial Constraints
Jobtalk: Boris Albul, UC Berkeley, Haas 

Thursday 9 February 2012

 

Corporate Governance and International Trade Shocks
Jobtalk: Alminas Zaldokas, Insead

Tuesday 14 February 2012

 

TARP Funds Distribution and Bank Loan Supply

Jobtalk: Lei Li, Boston College

Wednesday 15 February 2012

 

Information Trade-offs in Dynamic Financial Markets

Jobtalk: Efstathios Avdis, Wharton Finance

Thursday 16 February 2012

 

When the Cat´s Away the Mice Will Play: Does Regulation At

Home Affect Bank Risk-Taking Abroad?

Gregory F. Udell, Indiana University Bloomington

Friday 9 March 2012

 

Supply and Demand in the Interbank Market

Iman van Lelyveld, DNB

Tuesday 20 March 2012

 

Equity Yields

Jules van Binsbergen, Northwestern University

Thursday 29 March 2012

 

The Spatial Diffusion of Technology

Diego Comin, Harvard Business School

Monday 2 April 2012

 

Interest Rate Swaps and Corporate Default

Urban Jermann, The Wharton Scool

Tuesday 3 April 2012

 

Sources of liquidity and liquidity shortages

Wolf Wagner, Tilburg University

Tuesday 10 April 2012

 

Noise Traders, Distant Speculators and Asset Bubbles in the Housing Market

Christopher J. Mayer, Columbia Business School 

Tuesday 17 April 2012

 

No news in business cycles

Luca Sala, Bocconi

Tuesday 24 April 2012

 

The Nature of Countercyclical Income Risk

Fatih Guvenen, University of Minnesota and Federal Bank of Chicago

Friday 4 May 2012

 

Perceptions and Misperceptions of Fiscal Inflation

Eric Leeper, Indiana University, Bloomington

Monday 21 May 2012

 

Credit Supply and the Price of Housing 

Giovanni Favara, IMF

Tuesday 22 May 2012

 

Credit Shocks and Aggregate Fluctuations in an Economy with  Production Heterogeneity 

Aubhik Khan, Ohio State University

Tuesday 29 May 2012

 

Labor-Market Polarization over the Business Cycle 

Chris Foote, Federal Reserve Bank of Boston

Tuesday 5 June 2012

 

Estimation of Hazard Models with Dependence Across Observations:

Correlation, Frailty and Contagion

James Wolter, Yale University

Thursday 7 June 2012

 

Monetary and macroprudential policies

Stefano Neri, Banca d'Italia

Tuesday 12 June 2012 

 

Screening and Labor Market Flows in a Model

with Heterogeneous Workers

Federico Ravenna, HEC Montréal 

Thursday 14 June 2012

 

Housing Prices and Unemployment

Zheng Liu, Federal Reserve Bank of San Francisco

Tuesday 19 June 2012

 

Fiscal Consolidation in a Currency Union:

Spending Cuts vs. Tax Hikes

Jesper Lindé, Board of Governors of the Federal Reserve System

Tuesday 26 June 2012

 

Liquidity Traps and Monetary Policy: Managing a Credit Crunch

Francisco Buera, UCLA

Wednesday 22 August 2012

 

Information equilibria in dynamic economies with dispersed information

Todd Walker, Indiana University

Tuesday 4 September 2012

 

News Shocks and the Term Structure of Interest Rates: Lessons for DSGE models

André Kurmann, Federal Reserve Board

Tuesday 11 September 2012

 

Understanding Bank Runs: Do Depositors Monitor Banks?

Manju Puri, Duke University

Tuesday 25 September 2012

 

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments

Steven Ongena, Tilburg University and ECB

Friday 28 September 2012

 

Macroeconomics and the Reality of Mixed Frequency Data

Eric Ghysels, University of North Carolina, Chapel Hill

Tuesday 2 October 2012

 

Has Financial Innovation Made the World Risker? CDS, Regulatory Arbitrage and Systemic Risk

Tanju Yorulmazer, Federal Reserve Bank of New York

Tuesday 9 October 2012

 

Collateralized Borrowing and Risk Taking at Low Interest Rates

Simona Cociuba, University of Western Ontario

Thursday 18 October 2012

 

Interest Rates and Prices in an Inventory Model of Money with Credit

Michael Dotsey, Federal Reserve Bank of Philadelphia

Tuesday 23 October 2012

 

The Social Value of Bank Capital and the Redistributive Effects of Financial Deregulation

Anton Korinek, University of Maryland

Wednesday 24 October 2012

 

Government Guarantees and Financial Stability

Elena Carletti, EUI

Wednesday 30 October 2012

 

Labor Market Polarization and International Macroeconomic Dynamics

Federico S. Mandelman, Federal Reserve Bank of Atlanta

Tuesday 13 November 2012

 

Top Incomes, Rising Inequality, and Welfare

Kevin J. Lansing, FRB San Francisco and Norges Bank

Tuesday 20 November 2012

 

Optimal Disinflation Under Learning

Christian Matthes, Pompeu Fabra

Tuesday 27 November 2012

 

Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time

Siem Jan Koopman, VU University Amsterdam

Tuesday 4 December 2012