NATIONAL
BUREAU OF ECONOMIC RESEARCH
International
Finance and Macroeconomics Program Meeting
October
22, 2004
Charles
Engel and Linda Tesar, Organizers
NBER
1050 Massachusetts Avenue
Cambridge,
Massachusetts
PROGRAM
THURSDAY, OCTOBER 21:
6:30 pm Group Dinner
Davios Restaurant
Royal Sonesta Hotel
5 Cambridge Parkway
Cambridge,
MA
FRIDAY, OCTOBER 22:
8:15 am Shuttle
Van Departs Royal Sonesta Hotel for 1050 Mass. Avenue
8:30 am Shuttle
Van Departs Royal Sonesta Hotel for 1050 Mass. Avenue
8:30 am Continental
Breakfast
9:00 am MARTIN EVANS, Georgetown University and NBER
RICHARD LYONS, UC, Berkeley and NBER
Exchange
Rate Fundamentals and Order Flow
Discussant:
ANNA PAVLOVA, MIT
10:00 am Break
10:30 am TORBEN ANDERSEN, Northwestern University and NBER
TIM BOLLERSLEV, Duke University and NBER
FRANCIS X. DIEBOLD, University of Pennsylvania and NBER
CLARA VEGA, University of Rochester
Real-Time
Price Discovery in Stock, Bond and Foreign Exchange Markets
Discussant:
JEFFREY FRANKEL, Harvard University and NBER
11:30 am ASSAF RAZIN, Cornell University and NBER
YONA RUBINSTEIN and EFRAIM SADKA, Tel Aviv University
Fixed
Costs and FDI: The Conflicting Effects of Productivity Shocks
Discussant:
STEPHEN YEAPLE, University of Pennsylvania
12:30 pm Lunch
1:30 pm ENRIQUE MENDOZA, University of Maryland and NBER
Sudden Stops in an Equilibrium Business Cycle Model with Credit Constraints:
A
Fisherian Deflation of Tobins q
Discussant:
MARTIN URIBE, Duke University and NBER
2:30 pm JUSTIN DUBAS and BYUNG-JOO LEE, University of Notre Dame
NELSON MARK, University of Notre Dame and NBER
Effective
Exchange Rate Classifications
Discussant:
GRACIELA KAMINSKY, George Washington University and NBER
3:30 pm Break
4:00 pm MICHAEL W. KLEIN, Tufts University and NBER
JAY C. SHAMBAUGH, Dartmouth College
Fixed
Exchange Rates and Trade
Discussant:
ERIC VAN WINCOOP, University of Virginia and NBER
5:00 pm Adjourn
10/13/04