Courses

Instructor:
Tuesday,
12:00am to 02:00pm
at HU, Spandauer Str. 1, room 201
Monday,
10:00am to 12:00pm
at HU, Spandauer Str. 1, room 201
Description:

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 201 and Tutorials in room 202 (Thu) and 22 (Fri)

Description of the course:
Estimation and testing in the general linear model, generalized least squares estimation, asymptotic theory, maximum likelihood and pseudo-maximum likelihood estimation, likelihood-based testing, 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.

Tutorials by Marica Valente and N.N.

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

Exam:
written exam (150 min)

Credits:
9.00
Click here to get more information or to sign up
Instructor:
Friday,
09:30am to 01:00pm
at FU, Garystr. 21, Room 104
Monday,
09:00am to 11:00am
at FU, Garystr. 21, Room 104
Credits:
9.00
Click here to get more information or to sign up
Instructor:
Wednesday,
08:30am to 12:00pm
at DIW, Mohrenstr. 58, Karl-Popper-Room (2.3.020)
Description:

The objective of this course is to teach M.A. and Ph.D. students to use macroeconomic concepts and techniques for their own research and incorporates a higher degree of formal analysis than in the introductory master’s lecture (IAMA).

Part I (Prof. Burda): Methods of modern macroeconomics for researchers in the field. Stationary Markov environments, statespace methods, stochastic difference equations. Dynamic programming and Lagrangian methods, complete markets, dynamic stochastic general equilibrium models, solution techniques. The Ramsey problem. Empirical interpretation of macroeconomic shocks; structural versus reduced form.

Part II (Prof. Weinke): Dynamic stochastic general equilibrium (DSGE) models for positive and normative macroeconomic analysis. To this end a number of theoretical and empirical concepts are presented: 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.

Literature:
Reference list (Prof. Burda): Ljungqvist and Sargent, Recursive Macroeconomics, 2nd edition (Cambridge, USA: 2004); selected journal articles available on moodle.
Reference list (Prof. Weinke): 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.
Any further documents needed for the lecture will be available on moodle.

Written exam (90 min)

Credits:
9.00
Click here to get more information or to sign up
Instructor:
Thursday,
09:00am to 12:00pm
at ESMT Berlin, Schlossplatz 1
Description:

Management Science I

Instructor: Francis de Vericourt
Sequential decision making under uncertainty

Instructor: Linus Dahlander:
Networks: Data collection and visualizations & Tie strength, dyads, triads, and centrality

Instructor: Gianluca Carnabuci
Network brokerage & Network cognition

Instructor: Matt Bothner
The analysis of economic and social networks

Please see schedule attached.

Credits:
9.00
Click here to get more information or to sign up
Instructor:
Monday,
12:00pm to 04:00pm
at Spandauer Str. 1, 203
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 (written): 4 midterms and 1 final exam

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