Phd mini course on Financial Markets and the Macroeconomy
NHH, 22-24 May 2012 with Harald Uhlig, The University of Chicago
Harald Uhlig is a leading scholar in macroeconomics. The PhD mini course investigates the interrelationship between financial markets and macroeconomics, presenting some recent developments in that literature. We start from a log-linearized perspective on asset pricing and macroeconomic dynamics. We extend these tools to long-run risk and Epstein-Zin preferences. We discuss higher moments and large disasters. Next we turn to models of systemic risk as well as DSGE models incorporating a financial sector and house price booms and busts. Finally, we turn to sovereign debt crises.
The mini-course can be accredited as a course, if participants complete an assignment at the end.
Students who wish to take the course ECS539 "Financial Markets and the Macroeconomy", for 3 ECTS credits have to complete a take-home exam after completion of the course, which will be graded as pass/fail. Details about the take-home exam will be organized during the course.
Please register as soon as possible by sending an email to nhh.uio.macro@gmail.com
There will be no fee for attending the mini-course or workshop, but participants are expected to cover their travel and accommodation costs. Questions can be addressed to nhh.uio.macro@gmail.com
The couse will take place in Terje Hansen auditorium (NHH, main building, first floor).
Programme for PhD mini-course
Travel details
One day PhD workshop on Monday, May 21, 2012 (10am - 6pm)
We would like to thank the Norwegian Research Council and the Norwegian Finance Initiative’s Lecture-Series Programme for financial support for the PhD workshop and mini course.
