Conference on Macro-Finance

Date: 13-14 December 2018
Location: Wellington, New Zealand

On 13-14 December 2018, the Reserve Bank of New Zealand will host a conference focussing on linkages between financial markets and the macroeconomy, or macro-finance for short.

We invite authors to submit papers with a macro-finance theme. Examples of potential topics include, but are not limited to, the following:

  • Common/fundamental drivers of financial market and macroeconomic data
  • Identification of monetary policy shocks from financial market data
  • Influences of time-varying risk premiums and precautionary savings on financial markets and the macroeconomy
  • Inferring macroeconomic expectations embedded in financial market variables
  • Joint models of the term structure and macroeconomic data
  • Exchange rate models with a macroeconomic dimension
  • Resolving exchange rate and equity risk premium puzzles from macroeconomic expectation and risk perspectives
  • Monetary policy transmission into financial markets and the macroeconomy

Keynote speakers

  • Monika Piazzesi (Stanford University)
  • Martin Schneider (Stanford University)
  • Jonathan Wright (Johns Hopkins University)

Organising committee:

  • Leo Krippner
  • Christie Smith

Submissions:

Papers should be submitted by email to Conference2018@rbnz.govt.nz by 10 August 2018, and acceptances will be advised by 7 September 2018.

Key dates:

  • Paper submission: 10 August 2018
  • Acceptance: 7 September 2018
  • Final papers due: 9 November 2018
  • Conference: 13-14 December 2018