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.
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.