Prof. Francesco Lippi

Argomenti del programma: This course is divided into two sections. The first section covers the first six weeks and is taught by Nicola Borri. The following are the main topics addressed in the first section of this class: - A look at financial time series data - Utility based asset pricing - Estimation of factor models. - Habit Models - Models with Heterogenous Agents - Long-run risk models.

• There is a course’s web page available at learn.luiss.it which contains updated information on the syllabus and course’s materials.

Argomenti del programma: Foreign Exchange-Rate Markets • Federal Reserve Bank of New York (2010), Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity. Covered Interest Rate Parity • OR: Chapter 8.7.5 Uncovered Interest Rate Parity • OR: Chapter 8.7.5 • Class Notes A Primer on Difference Equations • Sargent, Thomas (1987), Macroeconomic Theory, Chapter IX • Class Notes Monetary Model of the Nominal Exchange Rate…

Argomenti del programma: Introduction to macroeconomics, definition, measurement and data analysis. Production, the factors of production. The determinants of consumption and investment. The equilibrium with full employment and the effects of economic policies. Currency, the price level and inflation. The open economy, the exchange rate. Theories of unemployment. Economic growth. Economic fluctuations and price stickiness.

• There is a course’s web page available at learn.luiss.it which contains updated information on the syllabus and course’s materials.

Argomenti del programma: Foreign Exchange-Rate Markets • Federal Reserve Bank of New York (2010), Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity. Covered Interest Rate Parity • OR: Chapter 8.7.5 Uncovered Interest Rate Parity • OR: Chapter 8.7.5 • Class Notes A Primer on Difference Equations • Sargent, Thomas (1987), Macroeconomic Theory, Chapter IX • Class Notes Monetary Model of the Nominal Exchange Rate…