Past Seminars
Past webinars:
November 2020, Serena Ng (Columbia): "Methods for Analyzing Data with Missing Values and from New Sources". [Slides]
December 2020, Francis X. Diebold (UPenn): "On the Aggregation of Probabilities: Regularized Mixtures of Predictive Densities". [Paper] [Slides]
January 2021, Matthew Gentzkow (Stanford): "Experienced Segregation". [Paper] [Replay]
February 2021, Nick Bloom (Stanford): "The Geography of New Technologies". [Slides] [Replay]
March 2021, Hannes Mueller (CSIC, Barcelona GSE): "Monitoring War Destruction from Space: A Machine Learning Approach". [Slides] [Replay]
April 2021, Abi Adams-Prassl (Oxford): "Real Time Research". [Replay]
May 2021, Jesús Fernández-Villaverde (UPenn): "Deep Learning for Macroeconomists". [Slides] [Replay]
June 2021, Hélène Rey (LBS): "Answering the Queen: Machine Learning and Financial Crises". [Replay]
September 2021, James Chapman (Bank of Canada), Leonardo Gambacorta (BIS), Christopher Kurz (Federal Reserve Board), Paul Robinson (Bank of England): Panel discussion "Data Science in Central Banks: Successes, Failures, and Remaining Challenges". [Replay]
October 2021, Bryan Kelly (Yale): "Text Analysis in Economics and Finance". [Replay]
November 2021, Stefania Albanesi (Pittsburgh): "Increasing Fairness in the Allocation of Consumer Credit". [Slides] [Replay]
December 2021, Alberto Rossi (Georgetown): "Goal Setting and Saving in the FinTech Era". [Replay]
January 2022, Tarek Hassan (BU): "Souces and Transmission of Country Risk". [Replay]
February 2022, Simona Abis (Columbia): "Mutual Funds and Textual Analysis". [Slides] [Replay]
March 2022, Victor Duarte (UIUC) - "Machine Learning Methods for Economic and Financial Modelling". [Replay]
April 2022, Jose Luis Montiel Olea (Columbia) - "Dropout Training is Distributionally Robust Optimal". [Slides] [Replay]
May 2022, Jianqing Fan (Princeton) - "Demystifying High Frequency Trading". [Slides] [Paper] [Replay]
June 2022, Isaiah Hull (Sveriges Riksbank) - "Dynamic Programming on a Quantum Annealer: Solving the RBC Model". [Slides] [Paper] [Replay]
September 2022, Raj Chetty (Harvard) - "The Economic Impacts of COVID-19: Using Big Data for Real-Time Economic Analysis". [Slides] [Paper] [Website] [Replay]
October 2022, Alberto Cavallo (Harvard) - "Big Data and Covid Inflation". [Slides] [Replay]
November 2022, Leif Thorsrud (BI) - "Climate Risk and Commodity Currencies"'. [Slides] [Replay]
December 2022, Laura Veldkamp (Columbia) - "Data and Market Power". [Slides] [Replay]
January 2023, Steven J. Davis (Chicago) - "The Big Shift to Remote Work". [Slides] [Replay]
February 2023, Elena Manresa (NYU) - "Generative Adversarial Method of Moments". [Slides] [Replay]
March 2023, Tania Babina (Columbia) - "Artificial Intelligence, Firm Growth, and Product Innovation". [Slides] [Replay]
April 2023, Robin Lumsdaine (American University, Erasmus University Rotterdam) - "Central Bank Mandates and Monetary Policy Stances: through the Lens of Federal Reserve Speeches". [Slides] [Replay]
May 2023, Philippe Goulet Coulombe (UQAM) - "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks". [Slides] [Replay]
June 2023, Avi Goldfarb (Toronto), Anton Korinek (Virginia), and Magnus Sahlgren (AI Sweden): Panel Discussion “New developments in AI and NLP – ChatGPT and LLMs”. [Replay]
September 2023, Lasse Heje Pedersen (CBS) - "Machine Learning and the Implementable Efficient Frontier". [Replay]
October 2023, Anna Cieslak (Duke) - "Tough talk: The Fed and the Risk Premium". [Slides] [Paper] [Replay]
November 2023, Simon Scheidegger (Lausanne) - "Deep Uncertainty Quantification: With an Application to Integrated Assessment Models". [Slides] [Replay]
December 2023, Dacheng Xiu (Chicago) - "Can Machines Learn Weak Signals?”. [Slides] [Replay]
January 2024, Thomas Drechsel (Maryland) - "Identifying Monetary Policy Shocks: A Natural Language Approach". [Slides] [Replay]
February 2024, Chiara Farronato (Harvard) - "Platform Vertical Integration and Consumer Choice: Evidence from a Field Experiment". [Slides] [Replay]
March 2024, Theresa Kuchler (NYU) - "The Social Integration of International Migrants: Evidence from the Networks of Syrians in Germany". [Slides] [Replay]
April 2024, David Rapach (Atlanta Fed) - "The Anatomy of Machine Learning-Based Portfolio Performance". [Slides] [Replay]
May 2024, Anastassia Fedyk (Berkeley) - "Artificial Intelligence and Firms' Systematic Risk". [Replay]
With special thanks to our discussion moderators: Michael McMahon (Oxford), Jonathan Dingel (Chicago), Sarah Bana (Stanford), Yanos Zylberberg (Bristol), Thiemo Fetzer (Warwick), Wouter den Haan (LSE), Òscar Jordà (San Francisco Fed), Daniele Bianchi (QMUL), Paul Goldsmith-Pinkham (Yale), Milo Bianchi (TSE), Dario Caldara (FRB), Marcin Kacperczyk (Imperial College London), Galo Nuño (Banco de España), Max Farrell (Chicago), Yingying Li (HKUST), Alessandro Peri (CU Boulder), Vasco Carvalho (Cambridge), Chad Fulton (FRB), Friedrich Geiecke (LSE), Max Kasy (Oxford), Anders Humlum (Chicago), Tho Pham (York), Christian Schütte (Aarhus), Andrew Y. Chen (FRB), Davide Romelli (TC Dublin), Pablo Winant (ESCP), Gustavo Freire (EUR), Amy Handlan (Brown), Andrea Pozzi (EIEF), Davide Fiaschi (Pisa), Daniele Massacci (KCL), and Miao Ben Zhang (USC).