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The Annual
CV Starr/RED
Conference
2002: Finance and the Macroeconomy
On October 11 and 12, 2002, the C.V. Starr Center of New York
University and the Society
for Economic Dynamics will host the second annual CV Starr/RED conference.
This year's topic
is on Finance and the Macroeconomy. A combination of invited and submitted
papers will be
chosen for the program. Selected papers will be considered for publication
in a special issue of
the Review of Economic Dynamics. The program will
be devoted to
state-of-the-art research in
the nexus between finance and macroeconomics. Any high quality research in
this area will be
considered for inclusion on the program. Examples of suitable topics
include but are not limited
to:
- Heterogeneity: The impact of heterogeneity on asset prices. This could
include but is not
limited to investigations of differential financial market participation,
the role of the wealth
distribution in understanding savings and securities prices, the effects
of preference
heterogeneity, and the importance of human capital in understanding
financial markets.
- Institutional and Demographic Developments: Investigations of
institutional or demographic
changes that affect aggregate real activity and financial markets.
Examples include social
security reform, pension reform, changes in regulations of asset markets,
changes in
demographic characteristics of the population, changes in taxation, and
changes in the costs
of transacting.
- Asset Pricing and the Macroeconomy: Empirical and theoretical
investigations of the
macroeconomic sources of systematic risk underlying asset returns, in both
a cross-sectional
and a time-series setting; macroeconomic explanations for conditional
volatility and
predictability of equity index returns; implications of time-varying
discount rates for real
macroeconomic variables.
Submissions will be reviewed by a selection committee consisting of
John Heaton, University of Chicago
Sydney Ludvigson, New York University
Ellen McGrattan, Federal Reserve Bank of Minneapolis
Papers received will be considered submissions to both the conference and
the special issue.
Papers selected for the conference will be refereed and must meet the high
academic standards of
the Review. As such, they are to constitute original and unique research
that will not published in
similar form elsewhere. The program committee will edit the special issue.
The deadline for submissions is April 8, 2002. Only authors of accepted
papers will be notified.
This will be done by April 30, 2002. Please email a PDF file for your
paper--or a detailed proposal--to anne.stubing@nyu.edu.
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