4th Annual Conference: 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)

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

Koji Nakamura* (Bank of Japan)
Tomoyuki Yagi (Bank of Japan)

Discussant:
Takeo Hoshi (Stanford University)

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

Abhiman Das (Reserve Bank of India)
Prachi Mishra* (Reserve Bank of India)
Nagpurnanand Prabhala (Center for Advanced Financial Research and Learning)

Discussant:
Sumit Agarwal (National University of Singapore)

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

Punnoose Jacob (Reserve Bank of New Zealand)
Anella Munro* (Reserve Bank of New Zealand)

Discussant:
Federico Signoretti (Banca d'Italia)

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

Piti Disyatat* (Bank of Thailand)
Phurichai Rungcharoenkitkul (Bank for International Settlements)

Discussant:
John Sequeira (Monetary Authority of Singapore)

Conference Paper  
 
24
May
2016
Tuesday

Chair: Sumit Agarwal (National University of Singapore)

Session: Money and Banking

9:00 am - 9:45 am
Long-Term Interest Rates and Bank Loan Supply: Evidence from Firm-Bank Loan-Level Data

Arito Ono* (Chuo University)
Kosuke Aoki (University of Tokyo)
Shinichi Nishioka (Bank of Japan)
Kohei Shintani (Bank of Japan)
Yosuke Yasui (Bank of Japan)

Discussant:
Takeo Hoshi (Stanford University)

Download  
9:45 am - 10:30 am
Mortgage Refinancing, Consumer Spending and Competition

Sumit Agarwal (National University of Singapore)
Gene Amormin (Federal Reserve Bank of Chicago)
Souphala Chomsisengphet (Office of the Comptroller of the Currency)
Tomasz Piskorski (Coloumbia University)
Amit Seru* (University of Chicago)
Vincent Yao (Georgia State University)

Discussant:
David Reeb (National University of Singapore)

Download  
11:00 am - 11:45 am
Service Quality in Financial Intermediaries

Jiang Cheng (Shanghai University of Finance and Economics)
Wenlan Qian (National University of Singapore)
David Reeb* (National University of Singapore)

Discussant:
Pulak Ghosh (Indian Institute of Management Bangalore)

Download  
11:45 am - 12:30 pm
The I Theory of Money

Markus K. Brunnermeier (Princeton University)
Yuliy Sannikov* (Princeton University)

Discussant:
Christoph Thoenissen (University of Sheffield)

Download  
 
25
May
2016
Wednesday

Chair: Takeo Hoshi (Stanford University)

Session: International

9.00 am - 9.45 am
International Transmissions of Monetary Shocks

Xuehui Han* (Asian Development Bank)
Shang-Jin Wei (Asian Development Bank)

Discussant:
Yu-chin Chen (University of Washington)

Download  
9.45 am - 10.30 am
News-driven Business Cycles in Small Open Economies

Gunes Kamber (Reserve Bank of New Zealand & CAMA)
Konstantinos Theodoridis (Bank of England)
Christoph Thoenissen* (University of Sheffield & CAMA)

Discussant:
Ippei Fujiwara (Keio University & Australian National University)

Download  
11.00 am - 11.45 am
Lender of Last Resort versus Buyer of Last Resort - The Impact of the European Central Bank Actions on the Bank-Sovereign Nexus

Viral Acharya (New York University)
Diane Pierret (University of Lausanne)
Sascha Steffen* (University of Maine at Augusta)

Discussant:
Christian Eufinger (IESE Business School)

Download  
11.45 am - 12.30 pm
Understanding Exchange Rate Dynamics: What Does the Term Structure of FX Options Tell Us

Yu-chin Chen* (University of Washington)
Ranganai Gwati (University of Washington)

Discussant:
Xuehui Han (Asian Development Bank)

Download  
 
26
May
2016
Thursday

Chair: Martin Berka (University of Auckland)

Session: Monetary / Macro

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

Shigeru Fujita (Federal Reserve Bank of Philadelphia)
Ippei Fujiwara* (Keio University & Australian National University)

Discussant:
Shang-Jin Wei (Asian Development Bank)

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

Viral V. Acharya (New York University)
Tim Eisert (Erasmus University)
Christian Eufinger* (IESE Business School)
Christian Hirsch (Goethe University Frankfurt)

Discussant:
Sumit Agarwal (National University of Singapore)

Conference Paper  

Contact Information

Program Director Conference Organizer

Takeo Hoshi (Stanford University)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Andrew K. Rose (University of California, Berkeley)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Sumit Agarwal (Georgetown University)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Martin Berka (University of Auckland)
This email address is being protected from spambots. You need JavaScript enabled to view it.

 Feedback for this event