Classes

ECON 980: Junior Seminar on Behavioral Finance

Semester: 

Spring

Offered: 

2017
Teaching fellow for Prof. Jeremy Stein. This seminar provides an overview of recent theoretical and empirical work on financial markets that adopts a “behavioral” perspective—i.e., that considers the joint consequences of: i) investors who have either less-than-fully rational beliefs or non-standard preferences; and ii) various impediments to arbitrage.

ECON 2142: Time Series Analysis

Semester: 

Fall

Offered: 

2016

Teaching fellow for Prof. James Stock. This is a graduate level course in modern time series econometrics. Topics include univariate models, vector autoregressions, linear and nonlinear filtering, frequency domain methods, unit roots, structural breaks, empirical process theory asymptotics, forecasting, and applications to macroeconomics and finance.

Read more about ECON 2142: Time Series Analysis