Motohiro Yogo
@motoyogo
Professor of Economics @Princeton
Harvard’s @xgabaix, Chicago Booth’s @rkoijen, New York University’s Robert J. Richmond, and Princeton’s @motoyogo used #AI to uncover the risk signals embedded in investors’ portfolio holdings. The approach “is akin to crowd sourcing credit analysis to a large group of…
If you'd like to learn more about demand system asset pricing, you can sign up for an online workshop taught by @rkoijen and @motoyogo on May 5, 12, and 19 at 9am-noon ET. See registration link below. #DSAP
The workshop will take place on May 5, 12, and 19, 2025 from 9am-noon EST. You can register via the following link: chicagobooth.az1.qualtrics.com/jfe/form/SV_2r… All are welcome to attend including PhD students, faculty, and those from policy institutions and the industry.
Keynote Lecture at @nberpubs LTAM. What is demand system asset pricing (@rkoijen and @myogo, 2019)? How does it relate to the SDF approach? How does identification work? How can it help my research and teaching? video: youtu.be/9C2uO0P2tLk slides: conference.nber.org/confer/2025/LT…
Call for papers: NBER Insurance Working Group Meeting in Cambridge, MA on May 9, 2025. Please submit your papers by midnight ET on February 17, 2025 at conference.nber.org/confsubmit/bac…
“A new framework to quantify the impact of market trends and changes in regulation on asset prices, price informativeness, and the wealth distribution based on an asset demand system.” From @rkoijen, @rrichmond and @motoyogo: restud.com/which-investor…
NBER Insurance Working Group Meeting on Thurs, May 18 will be live streamed on youtube.com/channel/UC79EL…. Program and links to papers: nber.org/conferences/in….
In a new book with @motoyogo, we explore the risk transformation and fragility of the modern life insurance sector, and discuss policy implications. You can find the book here: a.co/hx4RCo1
🚨Announcement: Workshop on Demand System Asset Pricing🚨 Together with @motoyogo, we organize a virtual workshop on using asset demand systems to answer questions in asset pricing and macro finance. The workshop will take place on May 8, May 15, and May 22 from 9am-noon EST
Call for Papers: NBER Insurance Working Group Meeting in Cambridge, MA on May 18, organized by @BenHandel and @motoyogo. Submit your paper by March 10 (11:59pm EDT) at nber.org/confsubmit/bac….
Call for Papers: 2023 Econometric Society Summer Meeting (Los Angeles, June 22-25). Submit your papers by Feb 12 at econometricsociety.org/regional-activ…
Honored to have been colleagues @MinneapolisFed. Ed would pop into my office and ask excitedly, "Have you made any discoveries for our science today?" He also gave me the best career advice: "Be honest and take risks". Thank you Ed for inspiring generations of economists.
It is with deep sadness that we learn about the passing of one of the SED founders, Ed Prescott. He was one of the greatest minds of our times, who transformed the field, and influenced generations of economists. Today, is a sad day for macro. @RevEconDyn
Only 1 week left to submit your papers to the NBER Insurance Meeting on Oct 21.
Call for Papers: NBER Insurance Working Group Meeting in Chicago on Oct 21, organized by @BenHandel and @motoyogo. Submit your paper at conference.nber.org/confsubmit/bac…. The deadline is midnight EDT on Aug 15.
Call for Papers: NBER Insurance Working Group Meeting in Chicago on Oct 21, organized by @BenHandel and @motoyogo. Submit your paper at conference.nber.org/confsubmit/bac…. The deadline is midnight EDT on Aug 15.