Short Courses at CER-ETH

Short course on Latent Variables and State-Space Modelling

15-24 February 2011

Lecturer:
Prof. Simon van Norden (HEC Montreal)

Time:
15.2. - 17.2.2011: 9-16h (lectures in the morning, computer exercises in the afternoon)
22.2.-24.2.2011: 9-16h (lectures in the morning, computer exercises in the afternoon)

Location:
ETH Zurich, main building (HG F26.1), Rämistrasse 101

Course description:

This course introduces students to the theory of linear state-space models, including Kalman Filtering, and its many applications and uses in time-series econometrics. Topics include

• estimation of latent variables
• recursive filtering, smoothing and forecasting
• treatment of missing data and frequency conversion
• techniques for maximum likelihood estimation
• univariate and multivariate modeling
• treatment of stationary and nonstationary series

In addition to covering the theoretical basis for these methods, the course will illustrate their application with numerous examples, drawn primarily from macroeconomics and business cycle analysis.

Short course on Mechanism design and Institutions

18-21 October 2010

Short course of Prof. Joel Watson, University of California, San Diego, for doctoral students and postdocs at ETH and the University of Zurich from 18-22 October 2010. Individual advice for doctoral students in the afternoon.

Monday, 18 October 2010: 10:15 - 12:45
Tuesday, 19 October 2010: 14:15 - 16:45 (be aware of time change)
Wednesday, 20 October 2010: 10:15 - 12:45
Thursday, 21 October 2010: 12:00 - 14:00

Location: ZUE G1

Lecture syllabus

Notes on Mechanism Design and Contract (Joel Watson)

Short Course: New Developments in Schumpeterian Growth Theory

8-12 March 2010

Short course of Prof. Pietro Peretto (Duke University) for doctoral students and postdocs at ETH and the University of Zurich.

Monday, 8 March 2010, 10:00-12:00
Wednesday, 10 March 2010, 10:00-12:00
Thursday, 11 March 2010, 13:30-15:30
Friday, 12 March 2010, 10:00-12:00

Location: ZUE G1

If you are interested in attending the course, please sign up to the mailing list of the course by sending an email with subject "PhD Course Growth Theory" to: svalente@ethz.ch

Short Course: Liquidity, Leverage and Financial Stability

26-28 October 2009

Short course of Hyun Song Shin, Princeton University, for doctoral students and postdocs at ETH and the University of Zurich. One lecture per day from 26-28 October 2009. Individual advice for doctoral students in the afternoon.

Lecture Syllabus

Time: 10-12
Location ZUE G1

Short Course: Real options in Environmental and Resource Economics

21-23 September 2009

Short course of Pierre Lasserre, University of Québec, Montreal, for doctoral students and postdocs at ETH and the University of Zurich.
One lecture per day from 21-23 September 2009.

Slides: Part 1, Part 2, Part 3, additional figure

Reading List

1. Löfgren, Millock, and Nauges (2008) The effect of uncertainty on pollution abatement investments: Measuring hurdle rates for Swedish industry

For additional information see the course catalog and the course description.

Short Course: Electoral Rules, Quality of Politicians and Institutional Reforms

12-16 January 2009

Short course by Massimo Morelli, Columbia University, for doctoral students and postdocs at ETH and the University of Zurich.
One lecture per day during the week from 12-16 January 2009.

Time: 10 - 12
Location: ZUE G1

Reading List

1. M. Morelli (2004): Party formation and policy outcomes under different electoral systems, Review of Economic Studies 71: 829-53.
2. G.R. Frechette, F. Maniquet, M. Morelli (2008): Incumbents' interests and gender quotas, American Journal of Political Science 52: 891-907.
3. H. Herrera, M. Morelli (2009): Turnout and power sharing, Working Paper, December 2008.
4. D. Epstein, M. Morelli, S. O'Halloran (2009): Caucuses and primaries under proportional representation, Working Paper, June 2008.
5. F. Caselli, M. Morelli (2004): Bad Politicians, Journal of Public Economics 88: 759-82.
6. G. Maggi, M. Morelli (2006): Self-Enforcing voting in international organizations, American Economic Review 96: 1137-58.

Short Course: Political Economy

9-13 June 2008

Short course of Matthew Jackson, Stanford University, for doctoral students and postdocs at ETH and the University of Zurich.
Two lectures per day during the week from 9-13 June 2008. Individual advice for doctoral students in the afternoon.

Time: 10.15 - 11.15 and 11.30 - 12.30
Location: ZUE G1

Lecture Syllabus