Empirical Methods to Evaluate Financial Regulation
When:
April 19, 2017 – April 20, 2017 all-day
Europe/Rome Timezone
2017-04-19T00:00:00+02:00
2017-04-21T00:00:00+02:00
Where:
Sala Europa, Villa Schifanoia
Via Giovanni Boccaccio
121, 50133 Firenze
Italy
Via Giovanni Boccaccio
121, 50133 Firenze
Italy
Contact:
Course Instructor: Steven Ongena (University of Zurich)
Area: Financial Stability and Regulation
Level: Intermediate/Advanced
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).