INTERNATIONAL MACRO-FINANCE

This is an advanced graduate-level course in international macro-finance. The course focuses on empirical research and applied theory. This course is targeted to second year PhD students in business economics, economics, finance and related disciplines, including Columbia Business School MSFE students that have completed their first-year courses.

The course assumes familiarity with basic theoretical modeling techniques such as dynamic optimization and general equilibrium modeling. Similarly, the course assumes familiarity with basic empirical methods and with econometric software of your choice (Stata, Python, Matlab, etc.). Students without all the necessary prerequisites and familiarity with these techniques are welcome to take the course but should expect to have to fill the gaps on their own.

There is no required textbook for the course since we will mainly read and discuss papers on the reading list. The following resources will be used extensively:

-Handbook of International Economics, Volume 5, forthcoming. Link

-Stanford Big-Data Initiative in International Macro-Finance Videos: Link