Course description

Course Syllabus  updated

Class presentations

Set 1  Workhorse Models updated

FiPIt: Matlab code and user's guide for Mendoza-Villalvazo RED 2020  

Set 2  Fisherian Models of Financial Crises & Macroprudential Policy update pending

    Codes and handout for Bianchi-Liu-Mendoza JIE 2016 

    Solution method slides for Bianchi-Mendoza (2018)

    Solution method slides for Boz-Mendoza (2014)

Set 3  Quantitative Models of Sovereign Default update pending

Set 4  Sovereign Default & Business Cycles update pending

Set 5
  Financial Globalization without Financial Development
          (two-country Bewley models) update pending

Set 6  Sovereign Default in a Bewley Economy update pending

Set 7  Capital Flows, Private Default & Foreign reserves update pending


Announcements

  1. No class on Monday, Sept. 23, make-up TBA
  2. Term paper proposals due October 18, 2024
  3. Final version of term paper due March 17, 2025
  4. Term paper presentations:  TBA

  5. Final Exam: TBA 



Presentations of recent working papers
        The Puzzling Behavior of Spreads during Covid (S. Fourakis and L. Karabarbounis) -- Fangqian Wu, Sept. 30 
    A Currency Premium Puzzle (T. Hassan, T. M. Mertens, and J. Wang) --  Mariia Elkina, Oct.  7

    Optimal Bailouts in Banking and Sovereign Crises (S. Hur, C. Sosa-Padilla and Z. Yom) --
    Juan Camilo Mendez-Vizcaino, Oct. 14

    Demographics and Real Interest Rates Across Countries and Over Time (C. Carvalho, A. Ferrero, F. Mazin and F. Nechio) --
    Jonathan Rojas, Oct 21

      Schedule of term paper presentations

                TBA