Syllabus (updated 1/28/14, it is still tentative, we probably won’t get to all the topics)
Extra class Monday February 10. Mike presents a paper.
Monday February 17,
NOTE: Extra class Monday February 24. Edson presents a paper
Wednesday February 26, Celine presents a paper
Wednesday March 5, Subash presents a paper
Monday March 17, Bocong presents a paper
No classes on March 31st and April 2nd.
The course will cover various topics, mainly on the intersection of economics and finance.
How to write: Cochrane’s writing tips
Money, Liquidity and Monetary Policy. American Economic Review (papers and proceedings), 99. (This is the paper I referred to in class.)
, Review of Financial Studies, 27 (1): 347-372.
Richard Blundel, Richard, Hamish Low, and Ian Preston, (2013). ``Decomposing changes in income risk using consumption data," Quantitative Economics, Econometric Society, vol. 4(1), pages 1-37, 03.
Mian, Atif and Amir Sufi (2009): ``Consequences of the Mortgage Credit Expansion: Evidence from the US Mortgage Default Crisis’’ QJE2009