Campuses:

2009 Macro Asset Pricing Conference

Conference Participants

Santiago Bazdresch (University of Minnesota)

Labor Hiring, Investment and Stock Return Predictability in the Cross Section (384.69 KB)
Discussant: Ellen McGrattan (Federal Reserve Bank of Minneapolis)

Lars Hansen (University of Chicago)

Fragile Beliefs and the Price of Model Uncertainty (355.33 KB)
Discussant: Bryan Routledge (Carnegie Mellon University)

Ravi Jagannathan (Northwestern University)

CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence (152.15 KB)
Discussant: Jianfeng Yu (University of Minnesota)

Narayana Kocherlakota (Federal Reserve Bank of Minneapolis)

Bursting Bubbles: Consequences and Cures (272.48 KB)
Discussant: Doriana Ruffino (University of Minnesota)

Hanno Lustig (UCLA)

A Multiplier Approach to Understanding the Macro Implications of Household Finance (386.44 KB)
Discussant: Santiago Bazdresch (University of Minnesota)

Stavros Panageas (University of Chicago)

The Demographics of Innovation and Asset Returns (414.21 KB)
Discussant: Frederico Belo (University of Minnesota)

Edward Prescott (Federal Reserve Bank of Minneapolis)

Intermediated Quantities and Returns
Discussant: John Boyd (University of Minnesota)

Stijn Van Nieuwerburgh (New York University)

The Cross Section and Time-Series of Stock and Bond Returns (669.93 KB)
Discussant: Greg Duffee (Johns Hopkins University)

Amir Yaron (Universtiy of Pennsylvania)

Sources of Lifetime Inequality (401.7 KB)
Discussant: Fatih Guvenen (Federal Reserve Bank of Chicago)

Jianfeng Yu (University of Minnesota)

The Long and Short of Asset Prices: Using Long Run Consumption-Return Correlations to Test Asset Pricing Models (403.77 KB)
Discussant: Lu Zhang (Ohio State University)