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Kiel Institute for the World Economy IfW

Dates:
September 19-23, 2011
Description:
Selected course of the Kiel Institute Advanced Studies Program "Financial Markets and the Macroeconomy"
Location:
Kiel, IfW, Germany
Subject:
The Kiel Institute offers the possibility of attending selected courses of its Advanced Studies Program. This course (Prof. Harald Uhlig, University of Chicago) 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 longrun 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. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
http://www.ifw-kiel.de/ausbildung/asp/outlines/paper/uhlig

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