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Quantitative Methods in Macroeconomics and Finance I

Class at Faculty of Social Sciences |
JED414

Syllabus

This doctoral course focuses on the presentation and discussion of research conducted by doctoral students. While we are open to various topics, the seminar primarily studies the nature and effects of various macroeconomic policies concerning the recent global financial crisis and related financial stability issues. The group focuses on monetary policy, financial stability, and macro-finance interactions using various macroeconometric, general equilibrium, or meta-analytical tools. Occasionally, we held presentations by external speakers.The students will be required to present their ongoing research and submit their research papers at the end of the course. They will be required to serve as the discussant of the presentation. The students are invited to all seminars (especially those with topics similar to their area of interest). There is no formal sign-in at the seminars, but regular attendance is expected (particularly on topics similar to students' dissertation topics).

The seminar will take place in person during the winter semester 2023/2024 on the following dates (Wednesdays from 06:30 PM): 

Oct 4 - Students presentations (Tomáš Havránek present)----------- presenter / topic / discussant: - / - / ------------ presenter / topic / discussant: - / - / -Oct 18 - Students presentations (Roman Horváth present)----------- presenter / topic / discussant: Tersoo David Iorngurum / Exchange Rate Pass-through: A Meta-Analysis / Lukáš Janásek----------- presenter / topic / discussant: - / - / -

Nov 1 - Students presentations (Tomáš Havránek present)----------- presenter / topic / discussant: - / - / ------------ presenter / topic / discussant: - / - / -

Nov 15 - Students presentations (Roman Horváth present)----------- presenter / topic / discussant: - / - / ------------ presenter / topic / discussant: - / - / -

Nov 29 - Students presentations (Tomáš Havránek present)----------- presenter / topic / discussant:  Martina Lušková / The Effect of Face Masks on Covid Transmission: A Meta-Analysis / Josef Simpartl----------- presenter / topic / discussant: Lukáš Janásek / Inattentive Quantile Maximizer and Deep Reinforcement Learning / Pavel Neumann

Dec 13 - Students presentations (Roman Horváth present)----------- presenter / topic / discussant:  Josef Simpartl / Military Expenditures and Economic Growth: A Meta-Analysis / Martina Lušková----------- presenter / topic / discussant: - / - / -

The students must present their ongoing research (Quantitative Methods I and Quantitative Methods II). The students are also required to serve as a discussant to the presentation of some other students.

Annotation

This doctoral course focuses on the presentation and discussion of research conducted by the doctoral students. While we are open to various topics, the seminar primarily studies the nature and effects of various macroeconomic policies in relation to the recent global financial crisis and related financial stability issues. The group focuses on issues such as monetary policy, financial stability and macro-finance interactions using various macroeconometric, general equilibrium or meta-analytical tools. Occasionally, we held the presentations by external speakers.

The students will be required to present their ongoing research and submit their research paper at the end of course. They will be required to serve as the discussant to the presentation. The students are invited to all seminars (especially those with topics similar to your area of interest). There is no formal sign-in at the seminars but regular attendance is expected (particularly to topics similar to the students' dissertation topic).

We meet every second week.