Ph.D.-level mini-course: Prof. Philippe Mueller, Ph.D. (Warwick Business School)
Lecturer: Prof. Philippe Mueller, Ph.D. (Warwick Business School)
Title: Macro Finance and Term Structure Modeling
Objectives: This mini-course is meant to give students some insights into term structure modeling, with a focus on macro-finance term structure models. Part of the course will be based on my own research and in addition, we will discuss a number of key papers in the literature as well as some recent papers that I think are interesting.
Depending on the number of students the format will include group discussions, presentations of papers or the writing of a mock referee report. In addition, we will try to implement some of the easier specifications in Matlab. The course is more practical than theoretical and there will be plenty of time to discuss implementation and estimation issues, data collection and potential directions for future research in the field.
18 June: 2 pm – 6 pm (4 hours) - room HoF 1.27
19 June: 9 am – 2 pm (5 hours) - room HoF 1.27
Registration is required!