Chair of Macroeconomics

Note for the summer term 2021

This semester, all courses of our chair will take place online. Please register for your courses in the KIS to receive the corresponding OLAT access data by mail.


Lectures for Bachelor Students


Lectures for Master Students

Dynamics of Financial Markets

Content:

  • Mean-variance portfolio analysis
  • Dynamic models with heterogeneous beliefs
  • Evolution of prices, portfolios and market shares
  • Endogeneous option prices
  • Multiperiod Planning Horizons

Economics of Banking

Content:

  • The Role of Capital Markets
  • Liquidity Insurance
  • Theory of the Banking Firm
  • The Bank as a Portfolio Manager
  • Risk Management in Banking
  • Credit Rationing
  • Bank Runs
  • Macroeconomics of Banking

Insurance Economics

Content:

  • Expected utility theory
  • Demand for insurance
  • Basic insurance principles
  • Adverse selection
  • Moral hazard

Master Seminar

Important:
Attendance to (at least) one of our lectures is a prerequisite for participation in the Master seminar.

Content:
The topics will be assigned individually based on the attended lectures.

Economics of Electronic Markets

Content:

  • The electronic trading facility Xetra
  • Allocation mechanism
  • Games with incomplete information
  • Theory of auctions

Quantitative Methods in Economics

Content:

  • One-Dimensional Dynamics
  • Multidimensional Dynamics
  • Linear Parametric Regression Models
  • Generalized Linear Models - Binary Regression

PhD Program

PhD Seminar

Content:
Presentation and discussion of the current research of the PhD students.

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