This is not an Econometrics Course – it is an advanced course in empirical microeconomic methods in economics and ﬁnance – we will revise empirical methods in causal analysis most widely used in applied economics and finance and 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 primary goal of the course is to enable students to apply 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.
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 the University of Milano-Bicocca. His research interests lie in the intersection between finance, macroeconomics, development economics, and firm dynamics, especially on the effects of financial development.
Format and schedule
This advanced course in empirical methods will be taught over 5 weeks (8 August – 7 September 2023) and comprise both lectures and practical sessions. The tentative schedule includes 4 weeks of online lectures 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 Cape Town (4-7 September). Funding will be provided to students not based in Greater Cape Town who attend the in-person part of the course.
Interested applicants are requested register by clicking the link above by 9 July 2023 and successful applicants will be notified by 17 July 2023. Please note that space is limited, and preference will be given to applicants that have already completed basic econometrics courses and participants willing to attend both the online and the in-person portion of the course.
Below is a preliminary syllabus. This outline may change as we move through the course.