FEM11018 Seminar Advanced Money, Credit, and Banking

(Seminar together with Jan-Frederik Slijkerman)

Short description:

This seminar covers several topics from the financial services sector. The seminar asks the student to use analytical skills and empirical skills to analyze the financial services sector.

The seminar is structured through student presentations of research papers, a theoretical exercise or essay, an empirical term paper and background lectures by the staff. Students are required to actively participate in each session.

The empirical work requires the use of the computer software package Eviews (regression analysis, unit root tests and cointegration, Vector AutoRegression models).

Period 2, October-December 2010

Empirical Assignments: Data are given to the students in Excel files and correct initial replication results are provided to check on the accuracy of data transformations and EViews programs. Expansion of results to longer sample periods and suggestions for further extensions of the research are up to the students.