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Empirical Methods in Banking and Policy Evaluation

Registrations open in late 2018

  • General description

    The objective of this course is to introduce the student to the scientific literature on the methodological aspects in empirical banking, in particular highlighting some of the empirical methods to evaluate financial regulation. To accomplish this objective, the course introduces relevant research methodologies used in empirical banking, with a special emphasis on inter-temporal (e.g., duration analysis and event study) and cross-sectional methods (e.g., matching).

  • Topics covered

    • Duration Analysis and Applications
    • Event Study Methodology and Applications
    • Matching
    • Difference-in-Differences
    • Analyzing Panel Data in STATA
    • Identification Strategy

  • What you will learn

    • You will learn to evaluate changes in financial regulation
    • You will learn to employ a number of methodologies that have been used by various international and national regulatory institutions for such purposes.
    • You will get an understanding of these methodologies

  • How the course will work

    Total course length: 12 hours.

    The course will include lectures on various methodologies (i.c., duration analysis, event study methodology and difference-in-differences methodology) and their applications, especially those in the domain of policy evaluation. Two hands-on STATA sessions focusing on panel estimations will complete the course.

    A certificate of attendance will be provided to all participants after the course.

  • Meet the instructor

    Steven Ongena is a professor in banking at the University of Zurich and the Swiss Finance Institute in Switzerland. He is a research fellow of CEPR and a research professor at KU Leuven.

    He has published more than 65 papers in refereed journals, including in the American Economic Review, Econometrica, Journal of Finance, Journal of Financial Economics, Journal of International Economics, Journal of Political Economy, Management Science and Review of Finance, and he has published 70 papers in books and other collections.

    In 2017 he received an ERC Advanced Grant and in 2012 a NYU-Fordham-RPI Rising Star in Finance Award.

  • Prerequisites

    Master’s Degree in Economics, with an intermediate understanding of micro and macroeconomics, as well as applied econometrics. An intermediate knowledge of econometrics and banking is required to follow the course.

    Technical Prerequisites

    Participant are required to bring their own laptops, if possible with STATA installed.

  • Fees

    Information on course fees will be published in Autumn 2018.

  • Practical information


    Recommended hotels:
    Hotel Villa La Stella (20 min walking distance from EUI )
    Hotel Cellai
    Hotel Palazzo Ricasoli
    Hotel de la Pace
    Hotel Athenaeum


    On arrival, participants will be provided with temporary wi-fi access for the whole duration of the course.

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