Deadline for registration: 29 March 2017
This training course held by Steven Ongena (University of Zurich) will present the relevant research methodologies used in empirical banking, with a special emphasis on intertemporal (e.g., duration analysis and event study) and cross-sectional methods (e.g., matching).
The course will cover the following topics:
- Overview: Current empirical methods to evaluate regulatory policies
- Techniques: Heteroskedastic Modelling, Duration Analysis and Applications, Matching, Difference-in-Difference, Event Studies and Applications, Elements of an Identification Strategy.
The course is targeted, among others, at financial stability and research departments of Central Banks, Ph.D. students in Economics, Banking or Econometrics, and economists working in the private sector. An intermediate level in micro and macroeconomics, as well as in applied econometrics, is required to follow this course.