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Coursework Phase

Courses are taught over three terms: Fall, Spring and Summer. Taught courses usually consist of 12 or 18 hours of lectures and may be organized over either 2 or 3 weeks. To test progress in the program, exams are given in January and in mid-June.

Courses are divided into three fields: Econometrics and Quantitative Finance, Macroeconomics and Microeconomics. In addition to taught courses, students must select at least one weekly seminar.

FALL TERM 2020

The Fall term (October - December) is devoted to the following courses:

Preliminary Courses

Econometrics and Quantitative Finance Area

  • Measure Theory and Stochastic Processes - Prof. D. E. Pirino
  • Asset Pricing: Pricing and Hedging in Complete and Incomplete Markets Dr K. Colaneri
  • Quantitative Finance: Arbitrage Pricing - Prof. Lammertjam Dam (Groeningen) - postponed
  • Empirical Strategies - Prof. Joshua Angrist (MIT) - postponed to June 2021

Macroeconomic Area

Microeconomic Area

  • General Equilibrium - Prof. L. Ferraris

 

SPRING TERM 2021

The Spring term (February - May) is devoted to the following courses:

Econometrics and Quantitative Finance Area

  • Asymptotic Theory for Econometricians - A. Casini
  • Bayesian Statistics - Prof. M. Mezzetti - A. Parisi
  • Conditional Score Driven Models for Financial Time Series - G. Buccheri
  • Fractional Brownian Motion - P. Pigato
  • Latent Variable Models - M. Ranalli
  • Markov Chains - A. Ramponi
  • Python - G. Rovigatti (BdI)
  • Statistical Learning - F. Peracchi
  • Topics in Macroeconometrics/Part 1 Time Series - M. Lippi (EIEF)
  • Topics in Macroeconometrics/Part 2_Frequency Domain Methods in Econometrics - T. Proietti
  • Topics in Microeconometrics - F. Belotti
     

Macroeconomic Area

  • Advanced Macroeconomics I - Prof. A. Pelloni
  • Applied Macroeconomics - tbc
  • Financial Bubbles - Prof. G. Bloise
  • Topics in Behavioural Macroeconomics - Prof. R. Waldmann
  • Topics in Development Economics - Prof. F. C. Rosati, Prof. P. Scaramozzino
  • DSGE models with Financial Frictions and Macroprudential Policy - tbc
  • Machine Learning - tbc
     

Microeconomic Area

  • Advanced Topics in Game Theory - tba
  • Applied Microeconomics and Procurement - Prof. E. Iossa, Prof. G. Spagnolo (Stockholm U.) 
  • Topics in Industrial Organization - Prof. T. Valletti
  • Topics in Incentive Theory - tba
  • Topics in Advanced Microeconomics - tba

 

PhD EF_List of Courses a.y. 2019/2020

PhD EF_List of Courses_a.y. 2018/2019