New York Area Workshop on Monetary Policy

November 12, 2010
8:45 a.m. Continental breakfast
9:15 a.m. Margin-Based Asset Pricing and Deviations from the Law of One Price PDF

Nicolae Garleanu, University of California, Berkeley
Lasse Pedersen, New York University

Discussant: Ernst Schaumburg, Federal Reserve Bank of New York

10:15 a.m.

Coffee break

10:35 a.m.

Household Leverage and the Recession PDF

Virgiliu Midrigan, New York University
Thomas Philippon, New York University

Discussant: Andrea Ferrero, Federal Reserve Bank of New York

11:35 a.m.

Coffee break

11:55 a.m. Repo Runs PDF

Antoine Martin, David Skeie, Federal Reserve Bank of New York
Ernst-Ludwig von Thadden, University of Mannheim

Discussant: Todd Keister, Federal Reserve Bank of New York
12:55 p.m.

Lunch

2:15 p.m. The Great Diversification and its Undoing PDF

Vasco Carvalho, University Pompeu Fabra
Xavier Gabaix, New York University

Discussant: Mark Watson, Princeton University
3:15 p.m. Coffee break
3:45 p.m. Monetary Policy Strategy: Lessons from the Crisis PDF

Frederic Mishkin, Columbia University

Commentators: Christopher Sims, Princeton University
Michael Woodford, Columbia University
5:00 p.m.

Adjourn

Workshop Location
Federal Reserve Bank of New York
10th Floor, Multipurpose Room
33 Liberty Street
New York, New York
Workshop Organizers
Argia Sbordone, Federal Reserve Bank of New York
Gauti Eggertsson, Federal Reserve Bank of New York
Contact
Please address any questions to:

Argia Sbordone, Federal Reserve Bank of New York
argia.sbordone@ny.frb.org

Gauti Eggertsson, Federal Reserve Bank of New York
gauti.eggertsson@ny.frb.org

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