PROGRAM 1 : International Macroeconomics, Money & Banking

 
 
23
May
2016
Monday

ABFER and Central Bank Research Association (CEBRA) session

Co-sponsored by: Bank for International Settlements, Bank of Japan, Center for Advanced Financial Research and Learning (CAFRAL), Puey Ungkaporn Institute for Economic Research (PIER), Reserve Bank of New Zealand

Chair: Frank Packer (Bank of International Settlements)

9:00am - 9:55am
Fiscal Conditions and Long-term Interest Rates

Koji Nakamura (BOJ), Tomoyuki Yagi (BOJ)
Discussant: Takeo Hoshi (STANFORD)
Conference Paper  

9:55am - 10:45am
The Transmission of Monetary Policy Within Banks: Evidence from India

Abhihman Das (RBI), Prachi Mishra (RBI), Nagpurnanand Prabhala (CAFRAL)
Discussant: Sumit Agarwal (NUS)
Conference Paper  

10:45am - 11:35am
A Macroprudential Stable Funding Requirement and Monetary Policy in a Small Open Economy

Punnoose Jacob (RBNZ), Anella Munro (RBNZ)
Discussant: Federico Signoretti (BANCA D'ITALIA)
Conference Paper  

11:35am - 12:30pm
Monetary Policy and Financial Spillovers: Losing Traction?

Piti Disyatat (BOT), Phurichai Rungcharoenkitkul (BIS)
Discussant: John Sequeira (MAS)
Conference Paper  

 
24
May
2016
Tuesday

Chair: Sumit Agarwal (NUS)

Session: Money and Banking

9.00am - 9.45am
Long-Term Interest Rates and Bank Loan Supply: Evidence from Firm-Bank Loan-Level Data

Arito Ono (CHUO), Kosuke Aoki (TODAI), Shinichi Nishioka (BOJ), Kohei Shintani (BOJ), Yosuke Yasui (BOJ)
Discussant: Takeo Hoshi (STANFORD)
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9.45am - 10.30am
Mortgage Refinancing, Consumer Spending and Competition

Sumit Agarwal (NUS), Gene Amormin (FRBCHI), Souphala Chomsisengphet (OCC), Tomasz Piskorski (COLUMBIA & NBER), Amit Seru (CHICAGOBOOTH), Vincent Yao(GSU)
Discussant: David Reeb (NUS)
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11.00am - 11.45am
Service Quality in Financial Intermediaries

Jiang Cheng (SHUFE), Wenlan Qian (NUS), David Reeb (NUS)
Discussant: Pulak Ghosh (IIMB)
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11.45am - 12.30pm
The I Theory of Money

Markus K. Brunnermeier (PRINCETON), Yuliy Sannikov (PRINCETON)
Discussant: Christoph Thoenissen (SHEFFIELD)
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25
May
2016
Wednesday

Chair: Takeo Hoshi (Stanford)

Session: International

9.00am - 9.45am
International Transmissions of Monetary Shocks

Xuehui Han (ADB),Shang-Jin Wei(ADB)
Discussant: Yu-chin Chen (UW)
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9.45am - 10.30am
News-driven Business Cycles in Small Open Economies

Gunes Kamber (RBNZ & CAMA), Konstantinos Theodoridis (BoE), Christoph Thoenissen (SHELFIELD & CAMA)
Discussant: Ippei Fujiwara (KEIO & ANU)
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11.00am - 11.45am
Lender of Last Resort versus Buyer of Last Resort - The Impact of the European Central Bank Actions on the Bank-Sovereign Nexus

Viral Acharya (NYU), Diane Pierret (UNIL), Sascha Steffen (UMA)
Discussant: Christian Eufinger (IESE)
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11.45am - 12.30pm
Understanding Exchange Rate Dynamics: What Does the Term Structure of FX Options Tell Us

Yu-chin Chen (UW), Ranganai Gwati (UW)
Discussant: Xuehui Han (ADB)
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26
May
2016
Thursday

Chair: Martin Berka (UA)

Session: Monetary / Macro

9.00am - 10.00am
Declining Trends in the Real Interest Rate and Inflation: Role of Aging

Shigeru Fujita (FRB of PHIL), Ippei Fujiwara (KEIO & ANU)
Discussant: Shang-Jin Wei (ADB)
Conference Paper  

10.00am - 11.00am
 

 

11.30am - 12.30pm
Whatever it takes: The Real Effects of Unconventional Monetary Policy

Viral V. Acharya (NYC & CEPR & NBER), Tim Eisert (ESE), Christian Eufinger (IESE), Christian Hirsch (GOETHE & SAFE)
Discussant: Sumit Agarwal (NUS)
Conference Paper  

Contact Information

Program Director Conference Organizer

Takeo Hoshi (STANFORD)
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Andrew Rose (UC BERKELEY)
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Sumit Agarwal (GEORGETOWN)
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Martin Berka (UA)
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