josephine m. smith - NYU Stern School of Business - New York ...

JOSEPHINE M. SMITH
jsmith@stern.nyu.edu
Phone: (212) 998-0171
http://www.stern.nyu.edu/~jsmith
NYU Stern School of Business
44 West 4 th Street, Suite 9-86
New York, NY 10012
EDUCATION
Stanford University
Ph.D. in Economics, 2010
Dissertation: Essays in Macrofinance
Advisors: John B. Taylor, Monika Piazzesi, Nir Jaimovich
University of Rochester
B.A. in Economics, 2005 (Summa cum Laude)
RESEARCH AREAS
Asset Pricing, Macroeconomics, Term Structure of Interest Rates, Forecasting
ACADEMIC APPOINTMENTS
Assistant Professor of Finance, NYU Stern School of Business
August 2010 – Present
TEACHING
NYU Stern, Debt Instruments and Markets
Average teaching rating: 6.5/7
Spring 2011 – Present
Stanford, Ph.D. Teaching Assistant, Graduate Macroeconomics Spring 2007 – 2009
University of Rochester, Undergraduate Teaching Assistant Spring 2003 – 2005
Calculus I and II, Intermediate Macroeconomics, Intro to Economics
PUBLICATIONS
SMITH, JOSEPHINE M. AND JOHN B. TAYLOR [OCTOBER 2009], “The Term Structure
of Policy Rules,” Journal of Monetary Economics (LEAD PAPER).
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WORKING PAPERS
“The Term Structure of Money Market Spreads during the Financial Crisis”
“Interbank Lending, Financial Shocks, and Monetary Policy in a DSGE Model”
(with Marc Hafstead)
“How Frequent are Small Price Changes?” (with Martin Eichenbaum, Nir Jaimovich, and
Sergio Rebelo)
“Collateral Value Risk in the Repo Market”
“Negative Swap Spreads?” (with Jennifer Carpenter, Richard Stanton, and Bruce
Tuckman)
“The Term Structure of Money Market Spreads during the Financial Crisis:
A Micro Approach”
“The Term Structure of TED Spreads: The Long and the Short End”
“Macroeconomic Forecasting and Uncertainty”
“The Link between the Long and the Short End of the Term Structure of Policy Rules:
A Global Perspective”
PROFESSIONAL ACTIVITIES
Referee for Journal of Financial Economics, Review of Financial Studies, Journal of
Monetary Economics, International Journal of Central Banking, Journal of
Macroeconomics, Journal of Business and Economic Statistics, Journal of Business,
Finance, and Accounting, North American Journal of Economics and Finance,
Management Science
Visiting Scholar, Federal Reserve Bank of San Francisco, 2008 – 2009
Rapporteur for NBER Conference: The Great Inflation, Woodstock, VT, 2008
Participant in NBER Summer Institute, Monetary Economics, Cambridge, MA, 2008
Seminar Presenter at International Research Forum on Monetary Policy, European
Central Bank, Frankfurt, Germany, 2008
Rapporteur for John Taylor's Contributions to Monetary Theory and Policy, Federal
Reserve Bank of Dallas, 2007
INVITED SEMINARS AND CONFERENCES
2007: Federal Reserve Bank of San Francisco
2008: European Central Bank
2009: Federal Reserve Bank of San Francisco
2010: University of British Columbia (Sauder), New York University (Stern),
BlackRock, Harvard Business School, University of Michigan Ford School,
Board of Governors of the Federal Reserve, University of Washington,
Washington University of St. Louis (Olin), Federal Reserve Bank of New York,
University of North Carolina (Kenan-Flagler)
2011: UBC Summer Finance Conference
2012: Harvard Business School, Stanford University, Tsinghua University
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FELLOWSHIPS AND AWARDS
2004 Phi Beta Kappa, University of Rochester
2004 Barry Rapoport Prize in Economics, University of Rochester
2004 Simon Scholar Award, Simon Graduate School of Business, University of Rochester
2005 Williams Morse Hastings Essay Prize (Top Senior Thesis), University of Rochester
2005-06 Stanford Graduate Fellowship, Stanford University, Department of Economics
2007-08 George P. Shultz Graduate Student Fellowship in Economic Policy, SIEPR
2008-09 Kohlhagen Fellowship, SIEPR
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