Courses

Instructor:
Tuesday,
08:30am to 10:00am
at SPA1, Room 202
Tuesday,
02:00pm to 04:00pm
at SPA1, Room 203
Description:

Single-equation regression (OLS and 2SLS), Wald estimator and LATE, system estimation, panel regression, robust standard
errors, LM-Tests, maximum likelihood, binary response models, limited dependent variables models, selection models, selected
semiparametric methods such as nonparametric regression, partially linear models, or quantile regression.

Literature:

Wooldridge, J.M. (2010): "Econometric Analysis of Cross Section and Panel Data", 2nd. ed., MIT Press.
Weitere Literaturempfehlungen erfolgen in der Lehrveranstaltung

Written exam (90 min)

Credits:
9.00
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Instructor:
Wednesday,
08:30am to 12:00pm
at TU Berlin, Hauptgebäude, Raum H 0111
Wednesday,
08:00am to 12:00pm
at DIW
Description:

The first part of the course studies monetary theory: how future expected money supply affects the current price level, why money can be written in the utility function and what is required to determine a unique equilibrium with rational expectations. Turning to the foundations of New Keynesian Macroeconomics, we analyze why monopolistic competition leads to an active role for monetary policy, derive the forward looking Phillips curve and study optimal monetary policy.
The second part of the course is dedicated to the solution of DSGE models in general and in particular models in which labor market frictions play a prominent role. It is designed to develop and sharpen students’ prior knowledge of dynamic macroeconomics and econometrics with a mixture of lectures on state-of-the-art solution and estimation techniques for macroeconomic models and application of the techniques with standard software packages and models from the literature. Students are required at a minimum to have successfully completed the AMA I course and possess a basic understanding of time-series and linear-model econometrics.

StO/PO MA 2005 - 2010: 6 LP, Modul: "Advanced Macroeconomic Analysis II (PhD-level)"
StO/PO MA 2016: 6 LP, Modul: "Advanced Macroeconomic Analysis II (PhD-level)"
StO/PO MEMS 2016: 6 LP, Modul: "Advanced Macroeconomic Analysis II (PhD-level)", Major: Macroeconomics

Written exam (90 min)

http://www.macroeconomics.tu-berlin.de/menue/home/

Credits:
9.00
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Instructor:
Thursday,
09:00am to 12:00pm
at ESMT, Schlossplatz 1
Description:

Management Science II - Part 1: Innovation, Intellectual Property Rights and the Market for Technology

Instructor: Stefan Wagner

The course is designed to impart profound understanding of the economic principles and managerial practices on a range of topics pertaining to the protection of intellectual property in the realm of technical inventions. It will include an economic analysis of the incentives created for firms to engage in costly and risky R&D endeavors that (i) result from the design of the underlying IP regime itself as well as from (ii) strategic interaction of firms within this system. Moreover, we will scrutinize how firms can use intellectual property rights to appropriate the value created from their innovative activities by either exploiting them themselves or by using it for contracting with other firms in the market for technology.

Management Science II - Part 2: Industrial Organization

Instructor: Özlem Bedre-Defolie

This course familiarizes students with classical statistical methods of management research and theoretical models in industrial organization and strategic management. The second part of the course analyzes in depth competitive strategies of vertical relations and control (B to B contracting), vertical foreclosure, entry deterrence, horizontal foreclosure (tying and bundling strategies), and economics of platforms.

Evaluation:
Grading is based on one individual assignment for which each student is expected to write one referee report on a recent research paper. The instructors will provide a list of research papers on the topics of each part of the course from which students could choose one paper to prepare a referee report. The list of research papers will be provided during the course.

Credits:
9.00
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Instructor:
Monday,
12:00pm to 04:00pm
at HU Berlin, Spandauerstr. 1, Room HS 203
Monday,
12:00pm to 04:00pm
at FU Berlin, Boltzmannstr. 20, Room HS 328
Description:

This course is devoted to market failures and welfare economics. The first part addresses fundamental issues of welfare economics from the perspective of a policy maker who designs and implements collective decisions. It focuses in particular on social choice theory, the foundations of bargaining and welfare economics, and mechanism design. The second part focuses on the three classical conditions under which market outcomes lead to an inefficient allocation of resources: externalities, imperfect competition and asymmetric information. It addresses these questions both from a positive and normative perspective. The intention of the course is to familiarize students with the standard tools of modern economic theory and to train them in applying these tools to actual economic problems.

Literature:
Mas-Colell, Whinston, and Green (1995), Microeconomic Theory, Part III and Part V

Exam:
Final Exam: July 24 at HU Room tba

Exercises:
Tianchi Li
Thursday, 12:00pm to 14:00pm
April 24 – May 22 at HU Berlin, Spandauerstr. 1, Room HS 203
May 29 – July 17 at HU Berlin, Spandauerstr. 1, Room HS 203

Credits:
9.00
Click here to get more information or to sign up
Instructor:
Monday,
02:00pm to 04:00pm
at Spandauer Straße 1, room 22; Empirical Tutorials take place at room 025 (Mon)
Tuesday,
12:00pm to 02:00pm
at Spandauer Straße 1, room 203
Description:

The course aims at providing the basic concepts and methods for analysing time series data. The focus is on univariate modelling tools. The lecture begins with classical components models. Then we cover different types of stochastic processes like ARIMA and GARCH models, deal with the unit root methodology and procedures for forecasting as well as for the specification, estimation and validation of models. Multivariate extensions are demonstrated, with emphasis on vector autoregressive (VAR) processes and its application in causality and impulse response analyses. Nonstationary systems with integrated and cointegrated variables will also be treated.

In the tutorials the time series methods are applied to empirical data. We will intensively make use of econometric software packages. A deeper insight into advanced methods and additional topics is offered by means of assignments, empirical studies and/or literature reviews.

Literature:
- Hamilton (1994). Time Series Analysis. Princeton, University Press.
- Schlittgen/Streitberg (2001). Zeitreihenanalyse. Oldenburg Verlag, München.
- Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer
Verlag, Heidelberg.
Exam: written exam (90 min)

Credits:
9.00
Click here to get more information or to sign up
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