Session 3: Macro Finance and Computation
- Kenneth Judd, Hoover Institution, Stanford University
- Walter Pohl, Norwegian School of Economics
- Karl Schmedders, IMD and University of Zurich
- Ole Wilms, Tilburg University
This session focuses on recent advances in macro finance as well as the use of computational techniques in this field. Possible topics include but are not limited to the following: asset pricing, investor heterogeneity, learning and ambiguity, new preference structures for pricing models, or using machine learning to understand the cross-section of returns. As the analysis of such models often requires the use of computational methods, we encourage submissions that develop and make use of new numerical techniques.