Back to top

Advanced Empirical Methods in Finance and Economics Course

Event
Tue, 28 June 2022

Description

This is an advanced course in empirical microeconomic methods in finance and financial intermediation. Below is a preliminary syllabus. This outline may change as we move through the course. This is not an Econometrics course, but we will revise empirical methods in causal analysis most widely used in applied finance and economics. We will cover recent developments in empirical analysis in several topics, including corporate and household bankruptcy and financial distress, relationship lending and loan contract design, credit shocks, borrowing constraints and informational frictions, and financial regulation. The main goal of the course is to enable students to learn the main empirical methods in applied economics and finance so they can use these tools in different environments such as applied macroeconomics and microeconomics, development economics and finance.

Instructor

Lucas Argentieri Mariani holds a Ph.D. in Economics from the University of North Carolina, a Master's degree from the University of Sao Paulo, and a bachelor's degree from the Sao Paulo School of Economics. He is a Policy Associate at ERSA and a Research Fellow at University of Milano-Bicocca. His research interests lie in the intersection between finance, macroeconomics, development economics, and firm dynamics, especially on the real effects of financial development.

Format and schedule

This advanced course in empirical methods will be taught over 4 weeks (28 June – 22 July 2022) and comprise both lectures and practical sessions.  During the first 4 weeks the course will be delivered via Zoom on Tuesdays and Thursdays from 5-7pm (SAST). In the last week of the course, we will meet in person for the practical sessions for 4 days at the University of Pretoria (time TBD). Funding will be provided to students not based in Greater Johannesburg.

Application details

Interested applicants are requested to fill out this form by 10 June 2022 and successful applicants will be notified by 15 June 2022. Please note that space is limited, and preference will be given to applicants that have already completed basic econometrics courses.