Courses

Instructor:
Tuesday,
12:00pm to 02:00pm
at HU Berlin, Spandauer Str. 1
Description:

Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, maximum likelihood and pseudo-maximum likelihood estimation, nonlinear regression models, stochastic regressors, instrumental variable estimation, generalized method of moments. A deeper insight into advanced methods and additional topics is offered by means of assignments.

Instructor: Bernd Droge (Humboldt-Universität zu Berlin); Tutorials: Marina Furdas and Marica Valente

Time frame: first class on October 17, last class on February 16

Weekdays and Time: Lectures: Mon, 10:00-12:00, and Tue, 12:00-14:00; Tutorials: Thu, 14:00-16:00, or Fri, 12:00-14:00

Location: Spandauer Straße 1, Lectures in room 202 (Mon) and 201 (Tue); Tutorials in room 202 (Thu) and 22 (Fri)

Literature:
- Davidson, R. and MacKinnon, J.G. (2004): Econometric Theory and Methods, Oxford University Press.
- Hayashi, F. (2000): Econometrics, Princeton University Press.

Credits: 12 ECTS

Exam: written exam (120 min)

Credits:
9.00
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Instructor:
Wednesday,
08:30am to 12:00pm
at DIW, Mohrenstr. 58, Dulles
Description:

The objective of this course is to enable M.A. and Ph.D. students to use macroeconomic concepts and techniques for their own research. This leads to a higher level of formalization in this lecture than in the introductory lecture (IAMA).

Contents (Prof. Burda): Methods of modern macroeconomics for researchers in the field. Stationary Markov environments, state-space methods, stochastic difference equations. Dynamic programming and Lagrangian methods, complete markets, dynamic stochastic general equilibrium models, solution techniques. Empirical consequences of macroeconomic shocks; structural estimation, the Ramsey problem.

Contents (Prof. Weinke): This course develops dynamic stochastic general equilibrium (DSGE) models and uses them for positive and normative macroeconomic analysis. To this end a number of theoretical and empirical concepts are presented. Examples include the computation of impulse response functions, structural vector autoregressions, as well as an introduction to structural estimation. On the normative side the concept of Ramsey optimal policy is presented.
Literatur

Reference list (Prof. Burda): Ljungqvist and Sargent, Recursive Macroeconomics, 2nd edition (Cambridge, USA: 2004); selected journal articles available on moodle.

Reference list (Prof. Weinke): We will use selected articles, e.g., Galí, Jordi and Pau Rabanal (2004), Technology Shocks and Aggregate Fluctuations: How Well Does the RBC Model Fit Postwar U.S. Data?, in: NBER Macroeconomics Annual, and Schmitt-Grohé, Stephanie and Martín Uribe (2012): „An OLS Approach to Computing Ramsey Equilibria in Medium-Scale Macroeconomic Models“, Economics Letters, 115, April 2012, 128-129.

Any further documents needed for the lecture will be available on moodle.

Written exam (90 min)

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

Management Science I

Part I:
Instructor: Prof. Linus Dahlander, ESMT Berlin
2 sessions
Topic: Networks: Data collection and visualizations & Tie strength, dyads, triads, and centrality

Part II:
Instructor: Prof. Francis de Vericourt, ESMT Berlin
8 sessions
Topic: Sequential decision making under uncertainty

Part III:
Instructor: Prof. Matthew Bothner, ESMT Berlin
4 sessions
Topic: The analysis of economic and social networks

Part IV:
Instructor: Prof. Gianluca Carnabuci, ESMT Berlin
2 sessions
Topic: Network brokerage & Network cognition

Please see syllabi and schedule attached

Credits:
9.00
Click here to get more information or to sign up
Instructor:
Monday,
12:00pm to 04:00pm
at SPA1, R203
Description:

This course is devoted to the core elements of microeconomics. We study both the economics of households and the economics of firms and introduce general equilibrium with particular attention to the two welfare theorems. We also examine decisions under uncertainty, introducing expected and non-expected utility theories. The analysis of choice under uncertainty leads to the examination of financial markets and to strategic interaction problems, which we introduce through the key notions in noncooperative game theory, in particular Nash equilibrium and its most important refinements. Also matching problems will be discussed.

Literature: Mas-Colell, A., Whinston, M.D. and J.R. Green (1995), Microeconomic Theory, Oxford University Press

Exam: 4 midterms and 1 final exam

Please see the attached timetable for more information on the course dates.

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