This course introduces topics from research in financial time series econometrics. For each topic, econometric methods are discussed and illustrated by empirical applications. After completion of the course the student will have obtained a fundamental knowledge of central econometric modeling as...

Throughout the course we will illustrate the econometric concepts with macroeconomic applications related to: (1) inflation and monetary policy and (2) purchasing power parity and uncovered interest rate parity. [gemäß den Informationen des Anbieters - according to site editor's...

We welcome papers in all areas within microeconometrics and encourage both applied and theoretical contributions. Confirmed keynote speakers are: Professor Jeffrey A. Smith, University of Michigan and Professor Edward J. Vytlacil, Yale University

The Summer school runs over three weeks with a course program consisting of 45 hours of lectures in class, 30 hours of prepared exercises (theoretical and practical) in class and individual project work supervised by the faculty members. The guiding principle of the summer school is ‘learning...

The workshop aims to bring together international scholars, to exchange ideas, and to discuss recent results in theoretical and empirical research. We particularly encourage young researchers to submit papers on all topics in the field of financial econometrics and empirical finance.