JED414 - Quantitative Methods I

Credit: 5
Status: Doctoral
English
Semester - winter
Course supervisors: doc. PhDr. Jozef Baruník Ph.D.
prof. Roman Horváth Ph.D., ČSOB Corporate Chair
Course homepage: JED414
Literature:
Description: The goal of this new doctoral course it to give an introduction to advanced quantitative methods in social sciences. We cover the topics such as measurement of economic policies, Bayesian econometrics, high-frequency finance, robust econometrics, meta-analysis, time series econometrics or experimental econometrics. The emphasis will be on the application of these methods. The students should be able to apply these techniques by themselves after passing this course. The course will also concentrate on academic writing and publication strategies in order to increase chances of doctoral students to publish in decent outlets. The course also have a strong policy oriented focus, as we apply the quantitative methods to analyze financial institutions, monetary policy or financial stability.

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF
EY