Michael Weber

Michael Weber joined Chicago Booth in 2014 as an Assistant Professor of Finance and was promoted to Associate Professor in 2018. He is also a faculty research fellow at the National Bureau of Economic Research in the Monetary Economics and Asset Pricing groups, a member of the Macro Finance Society, and a research affiliate at the CESifo Research Network. His research interests include asset pricing, macroeconomics, international finance, and household finance. His work on downside risk in currency markets and other asset classes earned the 2013 AQR Insight Award. He has published in leading economics and finance journals such as the American Economic Review, the Review of Economic Studies, and the Journal of Financial Economics.

Weber is a visiting researcher at the Bureau of Labor Statistics where he studies how the inability of firms to adjust output prices to macroeconomics shocks affects their systematic risk.

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Exposure to Daily Price Changes and Inflation Expectations with Francesco D'Acunto, Ulrike Malmendier and Juan Ospina

CEPR and Bank of Finland Conference Monetary Economics and Reality Call for Papers

My research in NBER Digest: Market Anticipation of FOMC Policy "Shocks"

IQ, Expectations, and Choice with Francesco D'Acunto, Daniel Hoang and Maritta Paloviita

Human Frictions to the Transmission of Economic Policy with Francesco D'Acunto, Daniel Hoang and Maritta Paloviita

Monetary policy communications and their effects on household inflation expectations with Olivier Coibion, Yuriy Gorodnichenko

Chicago Booth, EDHEC, RFS New Methods Conference Program

My research in NBER Digest: Fed Pronouncements, Expectations, and Stock Prices

My research in Booth Review: A way to trade on the Fed

Monetary Policy Through Production Networks: Evidence from the Stock Marketwith Ali Ozdagli

Nominal Rigidities and Asset Pricing