Agenda for the Stanford Big-Data Initiative

The agenda for the second Stanford Big-Data Initiative in International Macro-Finance is provided below.

All times are in Pacific Time. This year, the meeting was virtual.

Wednesday, August 25

Time Event Speaker
7:30 – 8:00am Opening Remarks Maggiori
Session 1: Currency Risk Premia and Covered Interest Parity
8:00 – 8:45am Exchange Rate Determinants Lustig
10 minute break
8:55 – 9:40am FX Returns and Aggregate Risk Verdelhan
10 minute break
9:50 – 10:30am Covered Interest Rate Parity Du
10:30 – 10:50am Three breakout rooms hosted by Du, Lustig, and Verdelhan
Session 2: Firms, Investors, and Global Capital Allocation
11:50am – 12:10pm Global Capital Allocations: Concepts Maggiori
12:10 – 12:30pm Global Portfolios and External Positions Neiman
10 minute break
12:40 – 1:00pm Micro Data on Cross-Border Investments Schreger
1:00 – 1:20pm Key Patterns in Cross-Border Investments Schreger
10 minute break
1:30 – 1:45pm Residency, Nationality, and Tax Havens Neiman
1:45 – 2:10pm Global Capital Allocation: Redrawing the Map Maggiori
2:10 – 2:30pm Three breakout rooms hosted by Maggiori, Neiman, and Schreger

Thursday, August 26

Time Event Speaker
Session 3: Exchange Rates, Prices, and Trade: Theory and Microdata
8:00 – 8:15am Exchange Rate Passthrough: Theory Neiman
8:15 – 8:25am Exchange Rate Passthrough and PPP in Data Cavallo
10 minute break
8:35 – 9:05am Price Scraping and the Billion Prices Project Cavallo
10 minute break
9:15 – 9:45am Applications: Currency Unions and Trade War Cavallo
10 minute break
9:55 – 10:30am Dynamic Trade Models with PPP Failures Neiman
10:30 – 10:50am Two breakout rooms hosted by Cavallo and Neiman
Session 4: Public and Historical Data in International Macro-Finance
11:50am – 12:20pm Contemporary Data Schreger
10 minute break
12:20 – 12:50pm Historical International Macro-Finance Data Sources Xu
12:50 – 1:10pm Two breakout rooms hosted by Schreger and Xu
Session 5: Big Data, Machine Learning, and Artificial Intelligence
1:10 – 1:40pm Introduction to Machine Learning Methods Athey
10 minute break
1:50 – 2:20pm Longitudinal Data and Matrix Factorization Athey
2:20 – 3:00pm Social Networking in REMO

Friday, August 27

Time Event Speaker
Session 6: Text-based Methods
8:00 – 8:45am Measuring Uncertainty with Text Bloom
10 minute break
8:55 – 9:40am Earnings Conference Calls and other Firm Disclosures Hassan
10 minute break
9:50 – 10:35am Job Postings and Patents Hassan
10:35 – 10:55am Two breakout rooms hosted by Bloom and Hassan
Session 7: Global Firm Dynamics, Productivity, (Mis)Allocations
11:55am – 12:15pm Misallocation Concepts Klenow
12:15 – 12:35pm Misallocation Facts Klenow
10 minute break
12:45 – 1:05pm The Facts of Economic Growth Jones
1:05 – 1:25pm Using the IPUMS Census / ACS Data Jones
5 minute break
1:30 – 1:50pm 2 breakout rooms hosted by Klenow and Jones  
1:50 – 2:10pm Real and Financial Linkages at the Firm Level: Why do we care? Kalemli-Ozcan
2:10 – 2:30pm Real and Financial Linkages at the Firm Level: Data and Identification Kalemli-Ozcan
2:30 – 2:35pm 5 min Q&A with Kalemli-Ozcan Kalemli-Ozcan
2:35 – 2:40pm Final Goodbye