Lectures in the Financial Crisis, September 2010
Venue: Conference Room, First Floor, New Building
| 6 September | History of Financial Crisis and Evolution of the Crisis Literature Sanjay Banerji (09:30-11:30 am) |
| 6 September | Theory of Financial Crisis-I Sanjay Banerji (04:30-06:30 pm) |
| 7 September | Theory of Financial Crisis-II Sanjay Banerji (09:30-11:30 am) |
| 7 September | Application to Data and Recent Financial Crisis-I Sanjay Banerji (04:30-06:30 pm) |
| 10 September | Application to Data and Recent Financial Crisis-II Sanjay Banerji (09:30-11:30 am) |
| 10 September | Overview and Future Directions Sanjay Banerji (04:30-06:30 pm) |
Readings for the Course
- Allen and Gale (2007), Understanding Financial Crisis, Oxford University Press.
- Mas-Colell, Whinston and Green (1995), Microeconomic Theory, Oxford University Press.
- Stockey and Lucas (1993), Recursive Methods in Economic Dynamics, Harvard University Press, Chapter 9.
- Blachard and Fischer (1989), Lectures on Macroeconomics, MIT Press, Chapter 3.
- Fudenberg and Tirole (1991), Game Theory, MIT Press.
Lectures in the Microeconometric Evaluation of Treatment Effects, September 2010
Venue: Conference Room, First Floor, New Building
| 8 September | Basic concepts in the evaluation of treatment effects Sourafel Girma (09:30-11:30 am) |
| 8 September | Matching estimation of treatment effects Sourafel Girma (04:30-06:30 pm) |
| 9 September | Difference-in-differences Sourafel Girma (09:30-11:30 am) |
| 9 September | Instrumental variables estimation Sourafel Girma (04:30-06:30 pm) |
Readings for the Course
- Lee, M. J. (2005): Micro-Econometrics for Policy, Program and Treatment Effects, Oxford University Press, Oxford.
- Pre-requisite - Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data, MIT Press, Chapter-18.
DSGE Workshop, January 2010
Venue: F-4 and Conference Room, First Floor, NIPFP.
| 27 January | Construction, calibration and simulation of DSGE models in Dynare Paul Levine |
| 28 January | Bayesian estimation of DSGE models in Dynare Vasco Gabriel |
| 29 January | A DSGE Model of India: construction, calibration, simulation and estimation Paul Levine and Vasco Gabriel (10:00 - 11:30 am) |
| 29 January | Future developments of the model and policy analysis Paul Levine and Vasco Gabriel (11:45 - 12:45 pm) |
Basic Lectures On DSGE, January 2010
Venue: Room No. F-4 and Conference Room, First Floor, NIPFP.
| 19 January | Basic real Business Cycle model Shagun Khare |
| 22 January | Building New Keynesian model Shagun Khare (4:00 - 5:00 pm) |
| 22 January | Dynare demo Rudrani Bhattacharya (5:00 - 5:30 pm) |
DSGE Modelling, October-December 2008
Venue: Conference Room, Old Building, NIPFP.
| 16 October | Utility functions, household's dynamic optimisation Rudrani Bhattacharya (2:00 - 3:00 pm) |
| 29 October | Household optimisation (Contd..), Firm's optimisation, Calvo-price setting Rudrani Bhattacharya (2:00 - 3:00 pm) |
| 30 October | Basic DSGE model Rudrani Bhattacharya (2:00 - 3:00 pm) |
| 11 November | Solving DSGE models Chetan Ghate, ISI Delhi |
| 12 November | Neo-Classical DSGE models with money Chetan Ghate, ISI Delhi |
| 13 November | Neo-Classical DSGE models with money Chetan Ghate, ISI Delhi |
| 26 November | A DSGE approach to New Keynesian models Satya P. Das, ISI Delhi |
| 27 November | Factor analysis and Markov switching models Gangadhar Darha |
| 28 November | A DSGE approach to New Keynesian models Satya P. Das, ISI Delhi |
| 1 December | A DSGE approach to New Keynesian models Open Economy Keynesian Macro: CGG (2001, 2002), Obstfeld-Rogoff Redux Model Satya P. Das, ISI Delhi (2:00 - 3:00 pm) |
| 1 December | A DSGE approach to New Keynesian models Smets-Wouters Model Satya P. Das, ISI Delhi (3:30 - 4:30 pm) |
Time Series Econometrics, October-December 2008
Venue: Conference Room, Old Building, NIPFP.
| 16 October | Stationarity Matthieu Stigler (3:00 - 5:00 pm) |
| 29 October | ARMA models Matthieu Stigler (3:00 - 5:00 pm) |
| 30 October | Unit roots nonstationarity Matthieu Stigler (3:00 - 5:00 pm) |
| 1 November | Seasonality Matthieu Stigler (1:00 - 3:00 pm) |
| 1 November | Regime-switching models and non-linearities Matthieu Stigler (3:30 - 5:30 pm) |
| 9 November | Spurious regression and multivariate models Matthieu Stigler (1:00 - 3:00 pm) |
| 9 November | Structural VAR Matthieu Stigler (3:30 - 5:30 pm) |
| 16 November | Cointegration: Engle-Granger approach Matthieu Stigler (1:00 - 3:00 pm) |
| 16 November | Cointegration from reduced-rank regression Matthieu Stigler (3:30 - 5:30 pm) |
| 23 November | Nonlinearities in cointegration Matthieu Stigler (1:00 - 3:00 pm) |
Teaching at Ministry of Finance, July 2007
Venue: Ministry of Finance, New Delhi.
| 4 July | The currency regime Ila Patnaik and Ajay Shah |
| 11 July | Capital controls Ila Patnaik and Ajay Shah |
| 18 July | Monetary policy Ila Patnaik and Ajay Shah |
| 25 July | Policy issues Ila Patnaik and Ajay Shah |