| course links |
|
In the last few years, I have had the opportunity to give lectures at the University of Carlos III and the University of Rome and teach courses at Emory University and the University of Georgia. Some of the material from these lectures and courses is available here. The lectures at Carlos III in 2005 and 2006 have been on economic growth and financial development, banking panics and historical banking. I will put those lectures up on this website soon. The lectures at the University of Rome have been on Financial Econometrics. The course at Emory University was a graduate course on The Economics of Financial Markets. Most recently at the University of Georgia, I taught a course in Corporate Finance for MBAs in 2003. The earlier classes at the University of Georgia were a graduate course on Macroeconomics and an undergraduate course on Money and Finance.
A while ago now, I was a Visiting Professor at the University of Rome at Tor Vergata and gave occasional lectures at the University. The lectures are introductions to the subjects covered. The lectures from Fall 2000 are on “Nonlinear Time Series in Finance.” The lectures from Fall 2001 are on “Vector Autoregressions in Finance and Economics” and on “Event Studies.” Nonlinear Time Series and Financial Applications (830KB) is a very brief introduction to nonlinear time series based on two lectures at the University of Rome. Since there were four hours to cover what could take a full course or two, you know the coverage is brief! Some familiarity with linear time series analysis probably helps. The Lecture Notes on Vector Autoregressions in Finance and Economics (40KB) are elementary (for Ph.D. students!) Some references at the same level as the lecture are provided at the end of the notes. The Lecture Notes on Event Studies (39KB) are a fairly thorough introduction without the details in Chapter 4 of Campbell, Lo and MacKinlay The Econometrics of Financial Markets. I know of no better source of information about event studies than this chapter.
The Syllabus (58KB) includes the reading list for this second-year graduate course given in the Department of Economics at Emory University in Fall 2001. The reading list appears a little strange until I mention that there was exactly one student. As a result, the class was a tutorial instead of a series of lectures, and the topics covered reflect the particular student's interests. Still, the references may be useful to you.
I taught “Macroeconomics II” at the University of Georgia in Fall 1999 and Fall 2000. The Reading List for 1999 (9KB) and the Reading List for 2000 (10KB) answer questions about: Notes on Rational Expectations (25KB) is a handout that provides a concise explanation of rational explanations that should be comprehensible to second-year graduate economics students. The First Mid-term (10KB) for Fall 2000 also is available.
The material for another course, Money and Finance, at the University of Georgia also is here. You will have to use your browser's "back" button to return to this page. Back to top
If the Adobe Acrobat viewer is installed on your computer, the document will appear in the new browser window. If the Adobe Acrobat reader is not installed on your computer, you can visit http://www.adobe.com/products/acrobat/readstep.html to find out how to download it. |