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This course introduces topics from research in financial time series econometrics. For each topic, the econometric methods are discussed and illustrated by empirical applications. Topics are selected from within: 1) Econometric Modeling of Asset Returns: - Multivariate GARCH models with...
The course gives an overview on the basic models used to analyze the efficiency implications and optimal design of tax policy. The course puts emphasis on linking formal analysis to empirical analysis and to discuss implications of theoretical and empirical findings for real world tax policy.
The course addresses the following questions: What are the advantages and limitations of experimental economics? How important are deviations from the assumptions of full rationality and strict self-interest in determining outcomes of economic interaction?
The main objective is to introduce the main tools in the field of applied economics, with applications to the economics of crime, political economy, and labor economics.
This comprehensive course offers theoretical and historical insights into the evolution of Europe. We start by tracing the continent’s emergence from being a technological and economic backwater at the end of the first millennium to being able to match the advanced Muslim and Chinese...
This course will provide an introduction to modern Bayesian methods in econometrics. Bayesian methods can be applied to any field of economics. The examples and exercises offered during the course will be drawn from various topics, including micro- and macroeconometrics, and finance. The main...
The course focuses on work organizations, both business organizations (private firms) and organizations within the public sector. Organization theory is an interdisciplinary field and the course draws on perspectives from different social science disciplines. Both, the so-called rational and...
This course introduces students to modeling policy choices in a dynamic setting. It starts with applications of dynamic programming techniques to incentive problems, both for the design of policies, their credibility. We then characterize equilibrium when policies themselves are endogenous and...
This course covers the most important theories and recent empirical work on labor market effects of immigration, trade, local agglomerations and technology touching on the recent trends in the structure of employment and wages in US and Europe.
Weighing the shadow of history on contemporary economic performance occupies an increasing part of the agenda among growth and development economists. This series of lectures will focus on recent contributions in the literature of the historical determinants of comparative development paying...
Created in cooperation with RFE-Resources for Economists of the American Economic Association (AEA)