Jesus Fernandez-Villaverde (University of Pennsylvania) Machine Learning for Macrofinance
Jesus Fernandez-Villaverde (University of Pennsylvania) Machine Learning for Macrofinance
Presentation slides:
https://macfinancesociety.files.wordp...
Jesús Fernández-Villaverde
Professor of Economics, Department of Economics
Director of the Penn Initiative for the Study of the Markets
Co-Director of the The Business, Economic, and Financial History Project
University of Pennsylvania
Professor Fernández-Villaverde's primary research interests are in the formulation of dynamic equilibrium models, their efficient computation, and their estimation. He has also worked on issues related to monetary economics, economic history and political economy.
Jesús' website:
https://www.sas.upenn.edu/~jesusfv/
Full program of the MFS Summer School:
https://macrofinancesociety.org/mfs-v...
The mission of the Macro Finance Society (https://macrofinancesociety.org/) is to advance and disseminate high-quality research in Macro Finance, which is a broad area at the intersection of financial economics and macroeconomics. The research conducted at The Society emphasizes microeconomic foundations via (dynamic) structural modeling, while being grounded in the data. Members of The Society consist of both financial economists and macroeconomists, who share the common goal of advancing and disseminating high-quality research in Macro Finance.
Macro-finance addresses the link between asset prices and economic fluctuations. Macroeconomics (from the Greek prefix makro- meaning "large" + economics) is a branch of economics dealing with the performance, structure, behavior, and decision-making of an economy as a whole. Macroeconomists study topics such as GDP, unemployment rates, national income, price indices, output, consumption, unemployment, inflation, saving, investment, energy, international trade, and international finance. Asset prices are the prices for which financial instruments, such as stocks, bonds, currencies, etc., are bought and sold.
Macro Finance Society web-site: https://macrofinancesociety.org/
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