Empirical Methods to Evaluate Financial Regulation
Course Instructor: Steven Ongena (University of Zurich)
Area: Financial Stability and Regulation
Deadline for registrations: 29 March 2017
This course will focus on the following topics:
- Current research methodologies used in empirical banking, with a special emphasis on inter-temporal and cross-sectional methods (e.g. matching)
- Techniques: Heteroskedastic Modelling, Duration Analysis and Applications, Matching, Difference-in-Difference, Event Studies and Applications, Elements of an Identification Strategy
This course is targeted at Financial stability and research department of Central Banks, Ph.D. students in Economics, Banking or Econometrics, and economists in the private sector. Participants are expected to have a degree in Economics and to be proficient in mathematics, statistics and modelling (an intermediate level in micro and macroeconomics, as well as in applied econometrics, is required to follow this course).