Teaching

Here I share the source files (typically Latex files) for my teaching materials that allows fellow teachers to extract the parts they are inrerested in. Students should consult the dropbox folders or dedicated google sites for materials relevant for them (links provided below).

Applied Time Series (CERGE-EI)

This course covers a broad set of modern econometric time series techniques commonly employed both in academic and practical environment. Both methods and applications will cover multiple types of data (financial and macroeconomic, high-frequency and low-frequency, univariate and multivariate). In all topics the overriding aim is learning how to build predictive models which reflect specific features of the particular time series. Hence the lectures focus on intuition rather than statistical theory behind the models, and on model forecast evaluation rather than on model testing.

Applied Quantitative Methods (VSE)

This advanced bachelor-level course is aimed at study of econometric methods with focus on economic interpretation and verification of results. It is assumed that students know basic statistics and econometrics. The course is applied, meaning that methods will be presented with focus on intuitive understanding of motivation for their use, as opposed to their formal derivation. Moreover, each method is illustrated during lectures on concrete real world examples. After successful completion of the course students are able to evaluate validity of existing empirical research, create simple econometric model corresponding to research question (hypotheses) and use standard econometric tools to verify hypotheses and answer the research question.

Recent Financial Crises (VSE and IES)

This course aims to introduce the historical narrative of recent financial crises: the Global financial crisis of 2007-2008 and the European sovereign debt crisis of 2010-2015. Apart from focusing on narrative of the crises, the course will dicuss mechanisms driving the crises and theoretical models that help understand and explain these crises. Relevant student materials are posted at the course website. The files Global_finanancial_crisis.7z and Eurozone_crisis.zip contain latex files for lectures slides.

Macroeconomics I (CERGE-EI)

This course is the first course in PhD sequence. It focuses on the toolkit for solving modern macroeconomic models in discrete time. . Relevant student materials can be found here. File Macro1.zip contains tex files for the exercise sessions and solutions, and tex and matlab files for homeworks and solutions. There are also short lecture notes for basics of matlab. File NK_ES.zip includes set up and solution for exercise session on basics of New Keynesian models.

Macroeconomics III (CERGE-EI)

This is the third course in PhD sequence. File Macroeconomics3.zip includes tex files for slides for following topics and articles: (1) Monetary models with price stickiness (various papers), (2) Monetary model with sticky information (Mankiw and Reis, 2002), (3) Agency Cost, Net Worth and Business Fluctuations (Carlstrom and Fuerst, 1997), (4) Liquidity, business cycles and monetary policy (Kiyotaki and Moore, 2012), The great escape? a quantitative evaluation of the feds liquidity facilities (Del Negro et al, 2017), (5) Some unpleasant monetarist arithmetic (Sargent and Wallace, 1981), Reaganomics and Credibility (Sargent, 1986), The ends of four big in ations (Sargent, 1982). The tech files were prepared as part of my assistanship for Filip Matejka.

Monetary theory and policy (CERGE-EI)

This course is part of the Master in Applied Economics program. In terms of difficulty it is above bachelor-level courses, but substantially below the PhD-level courses. The course is data-oriented rather than focused on formal theories. File monetary_econ.zip contains all materials for exercise sessions and problem sets, including the latex and data files. Both the exercise sessions and problem sets focus on replication of famous empirical papers in monetary economics like: (ES1) Some Monetary Facts by McCandles and Weber, 1995; (ES2) Real Facts and a Monetary Myth by Finn Kydland and Edward Prescott, 1990; (ES7) Interpreting the macroeconmic time series facts by Sims, 1992, (ES8) Inside the black box by Bernanke and Gertler, 1995. There are also manuals for using the main oinline databases with macroeconomic data (FRED, Eurostat and IMF International Financial Statistics).

Basic microeconomics (VSE)

This course is the first bachelor course in microeconomics. It focuses on economic concepts and graphical analysis and avoids any technical/mathematical toolkit. Relevant textbook is Mankiw Principles of Economics and/or Cowen's and Tabarrok's Modern Principles of Economics. Relevant student materials can be found here. File Basic_Microeconomics.zip contains the latex files for exercise session setups with solutions, as well as some additional reading.

Microeconomics II (VSE)

This is the first master-level course in microeconomics, focusing on developing mathematical toolkit for modern micro- (and macro-) economics without going too deep into theoretical results. As such it assumes that this toolkit is mostly new for students and hence introduces this material to students relatively slowly. It covers the standard topics in consumer and producer theory as well as uncertainty. File Micro2.zip includes latex files for lecture slides and problem sets. The lecture slides are mostly based on Microeconomics by Gravelle and Rees.