lecture videos, Code & data from the Big-Data Initiative in International MAcro-Finance
opening remarks
Opening Remarks - Matteo Maggiori, 2020
tOPIC 1: GLobal Capital Allocation
Public Data in International Macro-Finance - Jesse Schreger, 2023
Global Capital Allocation: Home Currency Bias - Matteo Maggiori, 2023
Global Capital Allocation: Tax Havens - Antonio Coppola, 2023
Topic 2: Currency Risk Premia and Covered Interest Parity
Exchange Rate Determinants - Hanno Lustig, 2020
FX Returns and Aggregate Risk - Adrien Verdelhan, 2020
Covered Interest Rate Parity - Wenxin Du, 2020
Currency Risk Premia and Covered Interest Rate Parity Part 1 - Hanno Lustig, 2023
Currency Risk Premia and Covered Interest Rate Parity Part 2 - Arvind Krishnamurthy, 2023
TOPIC 3: Exchange Rates, Prices, and Trade: Theory and Microdata
Exchange Rate Passthrough: Theory - Brent Neiman, 2020
Exchange Rate Passthrough and PPP in Data - Alberto Cavallo, 2020
Price Scraping and the Billion Prices Project - Alberto Cavallo, 2020
Applications: Currency Unions and Trade War - Alberto Cavallo, 2020
Dynamic Trade Models with PPP Failures - Brent Neiman, 2020
Topic 4: Historical Data in International Macro-Finance
Historical International Macro-Finance Data Sources - Chenzi Xu, 2021
Historical International Macro-Finance Data Sources - Chenzi Xu, 2023
Historical International Macro-Finance Data Sources - Chenzi Xu, 2024
Topic 5: Big Data, Machine Learning, and Artificial Intelligence
Introduction to Machine Learning Methods - Susan Athey, 2021
Longitudinal Data and Matrix Factorization - Susan Athey, 2021
Generative Artificial Intelligence and Economic Applications - Susan Athey, 2023
Topic 6: Global Firm Dynamics, Productivity, (Mis)Allocations
Misallocation Concepts - Pete Klenow, 2020
Misallocation Facts - Pete Klenow, 2020
Corporate Leverage, Credit Cycles & Growth: Insights from Europe, United States, & Emerging Markets - Sebnem Kalemli-Ozcan, 2021
Real and Financial Linkages at the Firm Level: Data and Identification - Sebnem Kalemli-Ozcan, 2021
The Facts of Economic Growth - Charles I. Jones, 2021
Using the IPUMS Census / ACS Data - Charles I. Jones, 2021
Topic 7: Text-based Methods
Measuring Uncertainty with Text - Nicholas A. Bloom, 2021
Earnings Conference Calls and Other Firm Disclosures - Tarek Hassan, 2021
Job Postings & Patents - Tarek Hassan, 2021
Topic 8: Identification in Macro
Identification in Macro - Emi Nakamura, 2023
Topic 9: Global Corporate Profit Sharing
Global Corporate Profit Shifting - Gabriel Zucman, 2023
Topic 10: Exchange Rate Determination when Financial Markets Are Imperfect
Exchange Rate Determination When Financial Markets Are Imperfect - Matteo Maggiori, 2023
Topic 11: Input-Output Networks in International Economics
Input-Output Networks in International Economics - David Baqaee, 2024
Topic 12: Geoeconomics
Geoeconomics (Part 1, Theory) - Matteo Maggiori, 2024
Geoeconomics (Part 2, Empirics) - Jesse Schreger, 2024