- Foundations of
- Securitization (exec MBA)
- Discrete-time Asset pricing Theory (PhD)
- Asset Pricing Theory seminar (PhD)
- My PhD thesis advisor and NYU colleague, Tom Sargent, won the 2011 Nobel
prize in economics! We organized a conference in his honor at NYU Stern
on October 14 and 15. The program and list of attendees is here. Pictures of the event are here. A fun video clip of a skit by McGrattan and Kehoe, as well as other fun videos by Sargent students are here.
- A recent lecture on Frontiers in Real Estate Research is here (October 2011). An overview of my housing research agenda for the RED is here (April 2012). Stern has started a new Center for Real Estate Finance Research; to learn more go here.
- I am part of a group of European economists, euro-nomics, who are thinking about how to solvethe euro crisis. Our September 2011 proposal for European Safe Bonds (ESBies) is here. An opinion piece on ESBies in the WSJ is here while an opinion piece in the Belgian news paper De Tijd (in Dutch) is here. A December 14 webinar presentation is here. A related February 2012 opinion piece on the LTRO program in De Tijd (in Dutch) is here.
it like Bernanke: My paper on gauging the strength of government
bailouts for the financial sector from option prices was covered on FT Alpaville (June 22, 2011), in a NY Times oped by Simon Johnson (Sep 1, 2011), and in Business and Economy
(Nov 10, 2011). The Federal Reserve Bank of Minneapolis tracks
our measure as part of its effort to measure government
guarantees to the financial sector in real time.
- I wrote a book on GSE reform, published with Princeton University Press
in March 2011. An executive summary plus a new evaluation of the Obama
administration's February 2011 proposals for reform can be found here. An opinion piece on home ownership subsidies in the New York Times of August 16, 2011 is here. A November 2011 presentation at NYU Stern can be found here. A March 1, 2011 webinar is available here.
- I am a local organizer of the 2011 SED conference in my hometown Ghent, Belgium (July 6-9, 2011). Check out the website and the conference poster. Pictures can be found here. Information on a pre-conference event with Nobel Laureates is here. My presentation on the Belgian economy at that event is here.