Courses

Please check with the BSE Handbook which Core Courses you have to choose in your PhD track. Not all courses listed here can be approved as Core Courses for all BSE PhD tracks.

Instructor:
Wednesday,
12:15pm to 01:45pm
at HU Berlin, Spandauer Str. 1, Room 22
Thursday,
12:15pm to 01:45pm
at HU Berlin, Spandauer Str. 1, Room 22
Description:

Evaluating marketing decisions and developing goal-oriented marketing strategies, e.g. maximizing firm profits, depend on the measurement of causal relationships between firms’ objectives and marketing activities. In this course, we discuss in depth advanced methods to empirically determine the causal relationship between marketing activities and firms’ objectives. In exercise courses students learn how to apply these methods to real data. Special attention is given to modeling the effects of marketing on sales and market share data. In this course we also focus on discrete choice models for individual purchase data and aggregate sales data. Successful participation in this class will enable students to quantify the impact of marketing on key performance measures and to evaluate the success of marketing activities.

Literature:
Berry, S.T. (1994), Estimating Discrete-Choice Models of Product Differentiation, RAND Journal of Economics, Vol. 25 (2), 242-262.
Wooldridge, J.M. (2008), Introductory Econometrics, South-Western Cengage Learning, Chapters 2, 3 and 4, 68-166.
Chintagunta, P., V. Kadiyali and N. Vilcassim (2004), Structural Models of Competition: A Marketing Strategy Perspective, Assessing Marketing Strategy Performance, eds. C. Moorman and D. Lehmann, Cambridge: Marketing Science Institute, 95-113.
Nevo, A. (2000), A Practitioner’s Guide to Estimation of Random-Coefficient Logit Models of Demand, in: Journal of Economics & Management Strategy, Vol. 9(4), 513-548.
Train, K.E. (2009), Discrete Choice Methods with Simulation, Cambridge University Press, Chapter 3, 4, 6, 8, 9, 10.
https://onlinecourses.science.psu.edu/stat501/node/2
Anderson, S.P., de Palma A. and Thisse, J.-F. (1992), Discrete Choice Theory of Product Differentiation, The MIT Press.
Dubin, J. A. (1998), Studies in Consumer Demand – Econometric Methods Applied to Market Data, Kluwer Academic Publishers Group.
Franses, P.H. and Paap, R. (2010), Quantitative Models in Marketing Research, Cambridge University Press.
Hanssens, D.M., Parsons, L.J. and Schultz, R.L. (2003), Market Response Models: Econometric and Time Series Analysis, Kluwer Academic Publishers Group.
Leeflang, P.S.H, Wieringa, J.E., Bijmolt, T.H.A and Pauwels, K.H. (2015), Modeling Markets – Analyzing Marketing Phenomena and Improving marketing Decision Making, Springer.
Train, K.E. (2009), Discrete Choice Methods with Simulation, Cambridge University Press. 1st edition is available here: http://elsa.berkeley.edu/books/train1201.pdf.
Verboven, F. (1996), International Price Discrimination in the European Car Market. RAND Journal of Economics, 27(2), 240–268.
Wooldridge, J.M. (2008), Introductory Econometrics, South-Western Cengage Learning.

Exam:
30% of the grade base on a written assignment of 5 pages about estimating price elasticities and promotion effects on the basis of store-level scanner using the econometric knowledge from this class that must be submitted after the last class. 70% of the grade base on 4 special work performances of 5 pages each that must be submitted during the semester.

Credits:
6.00
Click here to get more information or to sign up
Instructor:
Monday,
04:15pm to 05:45pm
at HU Berlin, Spandauer Str. 1, Room 203
Tuesday,
10:15am to 11:45am
at HU Berlin, Spandauer Straße 1, Room 125
Description:

This course teaches new developments in the field of monetary economics. We start by a refresher on the dynamic New Keynesian model that is at center stage in the course "Monetary Economics". We then continue with analyses of indeterminacy and welfare. In each case we will put particular emphasis on the role played by features that make New Keynesian theory attractive from an empirical point of view. We will also develop the techniques that are necessary to work with those concepts. In the second part of the course we will discuss some recent extensions of the New Keynesian model. Examples include models with labor market frictions, open economy models as well as models with financial frictions. Those features are empirically motivated and their presence also has important normative implications, as we are going to see.

Literature:
Galí, Jordi (2008): Monetary Policy, Inflation and the Business Cycle, Princeton University Press.
Further literature: see Moodle

Exam:
Written exam

Credits:
6.00
Click here to get more information or to sign up
Instructor:
Monday,
02:15pm to 03:45pm
at HU Berlin, Spandauer Str. 1, Room 23
Wednesday,
12:15pm to 01:45pm
at Spandauer Straße 1, room 21b
Description:

Basic concepts, models with fixed and random effects, specification tests, simultaneous equations and dynamic models, models for qualitative dependent variables.

Literature:
Badi H. Baltagi: Econometric Analysis of Panel Data, 3rd ed., Wiley & Sons, 2005
Further literature will be announced in the course.

Time and venue:
Mondays, 14-16, Spandauer Straße 1, room 23 (Starting on April 15. Individual dates are held in room 25 (PC-Pool).)
Wednesdays, 12-14, Spandauer Straße 1, room 21b (Starting on April 10.)

Exam:
Written exam (90 min)

Credits:
6.00
Click here to get more information or to sign up
Thursday,
10:00am to 12:00pm
at FU Berlin, Garystraße 21, room 106
Tuesday,
10:00am to 02:00pm
at FU Berlin, Garystraße 21, K 006b PC-Pool 2
Credits:
6.00
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Instructor:
Wednesday,
04:00pm to 06:00pm
at WZB Berlin, Room D112/113
Description:

In this reading group, we will discuss current research in behavioral and experimental economics. We will focus on four topics: Experimental Methodology, Belief formation and elicitation, Social Preferences, and Behavioral Economics Applications. Each of the topics will be discussed in 3-4 weeks. Participants are expected to read carefully one paper per week. Additionally, participants have to lead the discussion of an article 1-2 times per semester (depending on the number of participants). Discussants should not shy away from discussing details of the experimental design, econometric technique or modeling assumptions of a paper. By joining the reading group, students can commit to read and discuss interesting research each week and benefit from a cooperative environment where we help each other to understand details and to identify the gist of a paper.

Credits:
3.00
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Instructor:
Friday,
02:00pm to 04:00pm
at HU Berlin, Dorotheenstraße 1, Room 2.04
Description:

The course aims at equipping you with the necessary background and skill-set to read, comprehend and evaluate current empirical work in the area of financial accounting research. It is aimed at second year PhD students and requires a sound background in economics and microeconometrics. In addition, students should have a general understanding of the institutions of capital markets in general and financial accounting in particular.

Teaching is organized in topical sessions. For each session, one participant is expected to take the lead, suggesting papers to discuss two weeks in advance and structure the discussion.

Literature:
tba

Exam:
Students interested in obtaining 6 ECTS credits from this course are requested to hand in the following:

  • Two topic summaries (1,500 words not including references), handed in two weeks after the according class. These summaries should not be confined to the literature discussed in class and should include a discussion of potential avenues of future research.
  • A proposal for a potential research project (1,500 words not including references). This research project will be presented and discussed in the last session of the class. Ideally, this could be a kick-start for a part of your PhD work.

Grading will depend on the assignments (see above) and on class participation. All four components are given equal weights for the final grade.

Credits:
6.00
Click here to get more information or to sign up
Instructor:
Tuesday,
02:15pm to 03:45pm
at HU Berlin, Spandauer Straße 1, Room 125
Wednesday,
12:15pm to 01:45pm
at HU Berlin, Spandauer Straße 1, Room 125
Description:

The course deals with the economic development of Europe from the beginning of the First World War up to the current situation from a historical perspective. Key topics include the economics of the two wars, European hyperinflations, the great depression, the bloc-wise economic integration in Western and Eastern Europe, the Golden Age of Growth, the economics of stagflation, global integration and global imbalances in a long-run perspective.

Literature:
Stephen Broadberry, and Kevin H O'Rourke (eds) (2010) "The Cambridge Economic History of Modern Europe" , Vol 2: 1870 to the Present, Cambridge.

Credits:
6.00
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Instructor:
Monday,
08:00am to 06:00pm
at HU Berlin, Spandauer Straße 1, Room 21a
Description:

Abstract and Learning Objectives:
Various robust deviations from rational decision making have been reported such as loss aversion, probability weighting, status quo bias, overconfidence etc. Understanding those deviations leads to a more realistic modelling of the behavior of different economic actors and to an increased prediction success. In this course, participants will understand those and other important deviations from rationality as well as their theoretical explanations/modelling, e.g., prospect theory and mental accounting. Most theories have been developed implementing psychological and economic experiments. Whereas psychological experiments are mostly asking the respondents for hypothetical choices, real decisions with actual monetary payoffs are implemented in economic experiments. Half of the course will be concerned with a profound introduction to the several deviations from rationality that have been reported with real decision makers and with the theoretical treatment of those deviations. The other half of the course will deal with different types of experiments and different experimental designs as well as the matching of research question and type of empirical method to be used.

Content:
Whereas the first two days take the form of an interactive lecture and are mostly devoted to laying the basic knowledge in experimental research and behavioral decision theory, the next two days are devoted to specific applications of behavioral decision theory to selected topics in tax compliance, behavioral finance, behavioral insurance, entrepreneurial decisions, venture financing decisions, and consumer behavior. Whereas not all areas of business research are captured in the example studies, the applications are diverse as well as broad enough to have participants from different fields benefit from this course.

Literature: see syllabus

Exam: to be announced

Max. number of BDPEMS participants: 5

Please register with Ute Ottenbreit at the latest by May 31, 2019!

Credits:
6.00
Click here to get more information or to sign up
Description:

It is possible that you might not find all of the courses on this page. Please double-check also the Spring 2019 course catalogues of each institution:

HU
FU
TU
DIW
ESMT

Click here to get more information or to sign up
Instructor:
Friday,
10:00am to 12:00pm
at HU Berlin, Spandauer Straße 1, Room 112
Description:

Focusing on a specific topic within microeconomic theory, the seminar studies recent developments in the literature of mechanism design, contract theory, industrial organization, and organization theory. Students discuss and present related research papers, pointing out their interrelations and discussing their main contributions. The seminar puts a particular emphasis on understanding the theoretical underpinning behind the papers’ results and the economic mechanisms they capture. A major goal of the seminar is to find new open questions for future research. Participants are expected to attend all the sessions, read all the discussed papers beforehand, and participate actively in discussions.

Literature:
tba

Exam:
Presentations and oral participation

Credits:
6.00
Click here to get more information or to sign up
Instructor:
Tuesday,
04:00pm to 06:00pm
at HU Berlin, Spandauer Straße 1, Room 112
Friday, 09:00am to Monday, 06:00am
at Zingst, Mecklenburg-Vorpommern
Description:

The research seminar takes place every semester in form of a retreat. It provides the possibilty to enlarge upon the methodology previously learnt in our Master classes. It is thus an ideal preparation for writing a Master thesis at our chair. At the beginning of the semester, participants receive research questions from the areas of Entrepreneurship and Innovation, which they will empirically investigate in small, independent research projects. Each participant will write a seminar thesis about his or her research project. Results will be presented and discussed at the seminar retreat at the end of the semester.
Goals: Taking part in this seminar will acquaint students with a deep knowledge on selected aspects of behavioral entrepreneurial decision making, experimental design and innovation processes.
Students know how to develop a research question and to design the respective experimental design or empirical research to solve it. They understand how to conduct a scientific literature search and know how to write and structure a scientific seminar paper. Finally, students are able to present their scientific work and to critically discuss it with the audience.

Please register by sending the filled registration form (attached) to Ute Ottenbreit until March 31, 2019!

Credits:
6.00
Click here to get more information or to sign up
Instructor:
Thursday,
02:30pm to 05:30pm
at DIW, Mohrenstraße 58, Room 2.2.008 (Friedensburg)
Description:

Course objectives:

  • Discuss advantages and limitations of structural econometric models. Give students an understanding of why and when adding structure is important.
  • Provide insights into strategy (especially, identification) in important papers in structural Labour, Public & IO literature. Give a feel of how one may go about establishing a structural model.
  • Establish basic estimation techniques & numerical methods such as Simulation, Numerical integration and Discretisation.
  • Develop matrix programming skills using Matlab. Loops vs. vectorisation; readability vs. speed; sustainable coding for several projects.

More information can be found in the course syllabus.

Credits:
9.00
Click here to get more information or to sign up
Wednesday,
02:00pm to 05:30pm
at DIW Berlin, Mohrenstraße 58, Karl Popper Room
Description:

This is the first course of a sequence of two courses on structural econometrics offered by the DIW Graduate Center. It focuses on discrete choice models for cross section and panel data. It covers simulation-based estimation techniques such as Maximum Simulated Likelihood (MSL), Method of Simulated Moments (MSM), and Indirect Inference. Applied papers from the fields of labour economics, health economics, industrial organization, and behavioral economics will be discussed. Exercises will include the use of a software package (Matlab). The aim is to equip students with skills allowing them to carry out independent empirical research.

Credits:
6.00
Click here to get more information or to sign up
Monday,
09:00am to 12:30pm
at DIW Berlin, Mohrenstr. 58, 10117 Berlin, Elinor Ostrom Hall 1.2.019 except: 16.05. Friedensburg Room 2.3.001, 17.05. & 23.05. Schwartz Room 5.2.010
Description:

Course contents:

  1. Vector Autoregressive Models
  2. Vector Error Correction Models
  3. Structural VAR Tools
  4. Bayesian VAR Analysis
  5. Identification by Short-Run Restrictions
  6. Identification by Long-Run Restrictions
  7. Inference for Impulse Responses
  8. Sign Restrictions
  9. Identification by Heteroskedasticity or Non-Gaussianity
  10. Identification Based on External Instruments
  11. Structural VAR Analysis in a Data-Rich Environment
  12. Nonfundamental Shocks

Literature:
Lutz Kilian and Helmut Lütkepohl (2017), Structural Vector Autoregressive Analysis, Cambridge University Press.
Helmut Lütkepohl (2005), New Introduction to Multiple Time Series Analysis, Springer-Verlag.

Time:
16 × 90 min lectures during the period 13-24 May 2019

The grade for the course will be based on a paper which is due shortly after the end of the course. Details will be announced in class.

Credits:
6.00
Click here to get more information or to sign up
Instructor:
Monday,
02:15pm to 03:45pm
at HU Berlin, Spandauer Straße 1, Room 21b
Friday,
12:15pm to 01:45pm
at HU Berlin, Spandauer Straße 1, Room 21b
Description:

This course explores search and matching frictions as a fundamental and defining attribute of labor markets. After addressing failures of conventional supply and demand analysis, search and matching frameworks is introduced into general equilibrium and models and the implications are explored. Next, the microfoundations of search theory are introduced and the sequential search model is developed, with extensions involving on-the-job search, learning, wage posting, directed search and competitive search equilibrium.

Literature:
Pissarides, Christopher (2000) Equilibrium Unemployment Theory Cambridge MA MIT Press
Rogerson, Richard, Robert Shimer and Randall Wright (2005) “Search-theoretic Models of the Labor Market: A Survey” Journal of Economic Literature 43: 959-588
other seleted readings from articles and textbooks.

Time and venue:
Lectures: Mondays, 14-16, Spandauer Straße 1, room 21b (starting on April 15)
Repetition: Fridays, 12-14, Spandauer Straße 1, room 21b (starting on April 19)

Credits:
6.00
Click here to get more information or to sign up
Instructor:
Monday,
10:15am to 11:45am
at HU Berlin, Spandauer Str. 1, Room 23
Tuesday,
12:15pm to 01:45pm
at HU Berlin, Spandauer Str. 1, Room 203
Description:

Classical components models; stochastic processes; stationarity; ARIMA processes, GARCH models; specification, estimation and validation of models; forecasting; unit root tests; multivariate extensions: VAR processes, causality and impulse response analysis, cointegrated processes. In the tutorials the time series methods are applied to empirical data.

Literature:
Hamilton, D.J. (1994). Time Series Analysis, Princeton University Press.
Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis, Springer Verlag, Heidelberg

Time and venue:
Mondays, 10-12, Spandauer Straße 1, room 23
Tuesdays, 12-14, Spandauer Straße 1, room 203 (Individual dates are held in room 25 (PC-Pool).)

Exam:
Written exam (90 min)

Credits:
6.00
Click here to get more information or to sign up
Instructor:
Tuesday, 09:00am at Haus Tornow am See
Description:

This seminar is intended to give participants exposure to state of the art research in time series econometrics and its applications in empirical finance and macroeconomics. The course provides doctoral students the opportunity to present their own, preliminary research in these areas.

Time and Location:
13th - 14th August 2019
Haus Tornow am See

Registration:
To register for the seminar, you will need to send an e-mail including an extended abstract to max.diegel@fu-berlin.de
Registration should take place not later than 31 May, 2019.

Requirements:
The seminar paper will be due few weeks before the date of the seminar. Papers are encouraged to be preliminary.

Credits:
2.00
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