Elenco delle attività formative previste per i dottorandi del primo anno |
Mathematics
data presunta: 2024 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: Arsen Palestini qualifica: Professore affiliazione: Italiana
programma delle attività: Topics
- Functions of several variables: Domain of the functions of 2 real variables, level curves, first order partial derivatives, stationary point and their nature, optimization problems with applications
in Microeconomics.
- Differential equations: Ordinary differential equations, basic methods of integration, qualitative analysis on the plane.
- Dynamical systems: Stationary points, time elimination method, solution curves.
modalità di accertamento finale: Esame scritto finale
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Statistical Inference
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: A. Tancrwedi e D. De Cecco qualifica: Professore affiliazione: Italiana
programma delle attività: First part: Statistical models and uncertainty in inference. The Bayesian and frequentist paradigms. Likelihood: observed and expected quantities, exact properties. Invariance properties. Likelihood and sufficiency. Likelihood inference procedures. Consistency of the maximum likelihood estimator. First-order asymptotics and related inference procedures. The EM algorithm. Application of the EM algorithm: mixture models, hidden Markov models.
Second part: Linear models: OLS. Normal distribution theory. Omitted variables bias. Model checking. Model building. Model diagnostic. Exponential family models. Generalized linear models. Probit and logit models. Count data. Overdispersion. Log-liner models.
modalità di accertamento finale: Written Exam
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Macroeconomics I
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: Giovanni Di Bartolomeo and Francesco Nucci qualifica: Professore affiliazione: Italiana
programma delle attività: Theory of the consumer: preferences, utility, and utility maximization. Theory of the producer: technology, profit, and profit maximization. Feasible allocations. Pareto optimal allocations. General Economic Equilibrium. First and Second Welfare Theorems. Existence of competitive equilibrium. General Equilibrium under Uncertainty: the Arrow-Debreu equilibrium.
modalità di accertamento finale: Written exam
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Microeconomics I
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: Luca Panaccione qualifica: Professore affiliazione: Italiana
programma delle attività: Preferences. Monotonicity, strong monotonicity, local nonsatiation of preferences. Convexity of preferences. Preferences and Utility. The Utility Maximization problem. Walrasian demand correspondence. Indirect utility function. Marginal utility of income. Roy's identity. The expenditure function and its properties. The Hickian demand correspondence and its properties. The Compensated Law of Demand. Kuhn-Tucker conditions for the UMP and the EMP. Derivative of the expenditure function and Hicksian demand. The Slutsky equation. Substitution and income effect with normal and inferior goods. An example of a Giffen good. Production set. Production Plans. Properties of the production sets. Profit maximization problem: properties of the supply correspondence and the profit function. Cost minimization problem: conditional factor demand correspondence, cost function, and their properties. Profit maximization problem via the cost function. Graphical analysis of the one-output-one-input case. Feasible allocations. Pareto efficient allocation. Walrasian (or Competitive) equilibrium for private ownership economies. Price equilibrium with transfers. Pure exchange economy. Offer curve. The First Fundamental Theorem of Welfare Economics. The Second Fundamental Theorem of Welfare Economics. The partial equilibrium model: individual and aggregate demand, individual and aggregate supply, equilibrium price and quantity. First and Second Welfare Theorems in the Partial Equilibrium model.
modalità di accertamento finale: Written exam
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Econometrics
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 32
docente del corso: Valeria Patella, Valerio Sciabolazza, Marco Ventura qualifica: Professore affiliazione: Italiana
programma delle attività: CROSS SECTION: This part of the course presents recent advancements in the econometric literature for designing and implementing causal studies. Through lectures and hands-on sessions, students will gain a deep understanding of potential outcome models, difference-in-differences (DiD), regression discontinuity designs (RDD), and synthetic control methods. TIME SERIES ANALYSIS: Autoregressive Moving Average processes; Maximum Likelihood Estimation and Numerical Optimization; Non-stationary ARIMA processes and Stationarity tests; Stochastic Vector Processes; Estimation; Model Selection and Diagnostics; Structural VARs: Short-run Identification; Recursively Identified Models; Prediction and Impulse Responses, Variance and Historical Decompositions, Forecasts.
modalità di accertamento finale: Written Exam
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Research Methods in Macroeconometrics
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: Massimiliano Tancioni qualifica: Professore affiliazione: Italiana
programma delle attività: The course provides the tools used in contemporary applied macroeconometrics. The Vector Autoregressive (VAR) model is introduced as the consistent representation of the joint data density, addressing issues of stationarity and invertibility into the Vector Moving Average (VMA) representation, and its uses for prediction
and structural macroeconomic analysis.
Within this basic setting, the triangular factorization (Cholesky) is considered as a special case of the A-B
representation of the structural VAR (SVAR) of interest. Contemporaneous and long-run identification
strategies based on exclusion restrictions are exemplified and their relation with the Instrumental Variable
estimator (IV) addressed.
The Monte Carlo Markov Chain (MCMC) Bayesian estimator is introduced in the
perspective of the estimation of the VAR coefficients. Identification strategies relying on theory-based sign
restrictions are then introduced as an alternative/complement of exclusion restrictions (in the latter case
resulting in mixed strategies based on both methods). The issue of nonlinear dynamics is addressed in the
context of the BVAR by considering the time-varying coefficient SVAR (TVC-SVAR) and the Markov-
Switching SVAR (MS-VAR). The local projections method is introduced as an alternative to SVARs and the
use of external instruments is described as a structural identification strategy through the IV-LP and Proxy-
VAR methods. Heteroskedasticty-based VAR identification closes the module.
The course takes place in 8 lectures and 4 practices (two hours each) with examples and applications using
Matlab and Python.
modalità di accertamento finale: Final project
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Research Methods in Microeconometrics
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: Marianna Belloc, Augusto Cerqua, Paolo Naticchioni qualifica: Professore affiliazione: Italiana
programma delle attività: The course introduces essential tools used in microeconometrics and techniques to estimate the causal effect of a treatment variable on an outcome variable. It presents the main policy evaluation methods, such as matching methods, diff-in-diffs estimator, the regression discontinuity design, the synthetic control method, and a brief introduction to counterfactual approaches in the absence of untreated units. These tools are widely used in all fields of microeconomics (labour and public economics, industrial economics, household economics, public policies, economics of education), and their applications are also increasing in macroeconomics fields (for instance, development economics and empiric growth). PART I:/strong>Panel data analysis - Introduction on causal inference - Assumptions about the unobserved effects and explanatory variables - Pooled OLS - Fixed effects (within) estimator: - Least squares dummy variable regression - Fixed effects estimator and measurement errors - Fixed effects estimator and lagged dependent variable - First differencing methods - Random effects estimator - The Hausman test . PART II: Policy evaluation methods - Introduction to policy evaluation methods - Matching methods - Difference-in-differences estimator - Matching difference-in-differences estimator - Regression discontinuity design - Synthetic control method - R session - Machine learning control method.
modalità di accertamento finale: Final project
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Research Methods in Microeconomics
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: Giuseppe Attanasi, Antonio Cosma, Luca Panaccione, Stefano Papa qualifica: Professore affiliazione: Italiana
programma delle attività: Economic experiments are conducted in controlled laboratory environments in order to test economic theory, look for behavioral regularities, formulate new theories to explain unpredicted regularities, and make policy recommendations by testing new policies and fine-tuning existing ones.
The course is an introduction to the theory and practice of experimental economics, with a look at its behavioral implications on existing theoretical models. We will conduct a number of classroom experiments and related experimental data analysis in order to let students either identify systematic deviations (from the theories they have learned in previous undergraduate and master courses) or confirm theoretical predictions.
The course will cover existing experimental methods and survey new behavioral models of individual
and strategic behavior.
The course is then aimed to:
a. show students how economic experiments are useful in reshaping economic thinking;
b. teach students how to set up an economic experiment;
c. clarify the complementarities between experimental economics and behavioral economics;
d. highlight the complementarities between experiments and econometrics (“experimetrics”)
PART I: Behavioral Decision Making – G. Attanasi
1. Paradoxes of Choices under Risk
2. Elicitation of Risk Attitudes
3. Elicitation of Ambiguity Attitudes
4. Market Behavior: Call, Over-the-Counter and Double-Auctions
• Classroom experiments will be performed with students as participants, and data compared to those
of previous classroom experiments run with undergraduate and graduate students in the previous 15
years
PART II: Experimetrics – A. Cosma
1. Introduction to testing and Power analysis
2. Test on proportions, Binomial test, Chi-square test, Fisher exact test
3. Test on group means, parametric: t-test
4. Test on group means, nonparametric: rank tests, Wilcoxon test
5. Dependence test: Correlation, rank correlation
PART III: Voluntary Contribution Games – L. Panaccione
1. Behavioral regularities and strategies in public good provision
PART IV: Other-Regarding Preferences in Social Dilemmas – S. Papa
1. Distributional Preferences
2. Belief-dependent Preferences
3. Promise keeping and Communication
4. Promise keeping and Communication: Critiques
5. Social Identity and Communication
modalità di accertamento finale: Final project
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Research Methods in Macroeconomics
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: Marco di Pietro, Elton Beqiraj e Carolina Serpieri qualifica: Ricercatore affiliazione: Italiana
programma delle attività: This course aims to present some recent developments of Dynamic Stochastic General Equilibrium
(DSGE) models, that are now the workhorse in macroeconomic analysis and modelling.
The first part of the course outlines the characteristics of a medium-scale New Keynesian DSGE
model, featuring nominal and real rigidities, endogenous capital accumulation with variable
utilization rate, habit formation, investment adjustment costs and unionized labor market.
The second part presents DSGE models with financial frictions and shows how recent modelling
developments have helped to understand the role of the financial sector in the transmission of external
shocks into macroeconomic dynamics. In particular, we will focus on the role played by the financial
accelerator as amplifier of the business cycle fluctuations. The goal of this part is to show how
financial frictions can be explicitly incorporated into business cycle models. The role of credit policies in
dampening cyclical fluctuations is also studied.
modalità di accertamento finale:
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Advanced Course in Innovation, Growth and International Production. Models and Data Analysis
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: seminariale - numero ore: 20
docente del corso: Davide Guarascio, Michele Raitano, Jelena Reljic, Maria Enrica Virgillito, Federico Tamagni, Maurizio Franzini, Francesco Quatraro, Francesco Crespi, Anna Giunta, Enrico Marvasi, Valeria Cirillo, Luigi Marengo, Antonello Zanfei, Elena Cefis, Andrea Coveri qualifica: Professore affiliazione: Italiana
programma delle attività: - Digital platforms, employment and incomes: theory and empirics
- Evolutionary approaches to the economics of innovation
- Innovation and employment: an economic analysis
- Industry 4.0 technologies, firm performance and job flows
- Firms in the GVCs: challenges in a post-covid world
- Innovation and environmental sustainability
- Evolutionary Economic Geography and Innovation: Theories and empirics
- Robots, AI and labour markets
- The engines of inequality
- Wage inequality and education
- Alternative perspectives on labour: knowledge and power inside organizations
- The empirics of the innovation-firm growth nexus
- Global Value Chains, FDIs and Economic Performance
- Innovation and firm survival
modalità di accertamento finale: Final Project
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ECONOMICS OF INNOVATION Technological Change and Labor Markets
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 20
docente del corso: Valeria Cirillo, Dario Guarascio, Jelena Reljic qualifica: Professore affiliazione: Italiana
programma delle attività: This course provides an overview of the theories and empirical approaches dealing with the labor market
impact of technological change, focusing, in particular, on automation (robots) and digitalization (digital
platforms). The lectures are organized as follows.
The first part of the course (three lectures) provides the theoretical foundations of the technology-
employment nexus, discussing key contributions that investigate the impact that different types of
innovations (e.g., product, process and organizational innovations) can have on employment dynamics,
wages and income distribution. Both classical, neoclassical and evolutionary approaches will be
considered, emphasizing the contributions that put institutions and (heterogeneous) technological
capabilities at the center of the stage. The impact of automation is investigated by reviewing recent
empirical literature on the employment effects of robotization. In this respect, a particular emphasis is
placed on the data and indicators used to measure robotization as well as on the econometric strategies
put forth to estimate its impact on labor markets. Finally, the diffusion of digital platforms and their
direct and indirect impact on labor and income distribution are discussed, providing an overview of the
recent literature and major methodological challenges. The second part of the course (three lectures) is
dedicated to ‘discussion classes’, in which groups of three students are asked to present one of the articles
from the reading list that will be provided in advance. Presenters are expected to briefly summarize the
paper’s contents, contribution and methodological approach; strengths and limitations; potential
developments. The class is expected to engage in the discussion, making questions and proposing
reflections.
modalità di accertamento finale: Presentation of final project
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Machine Learning in Economics
data presunta: 2025 - tipologia: approfondimenti linguistici - modalità di erogazione: Ex-cathedra - numero ore: 10
docente del corso: Giuseppe Ragusa, Francesco Bloise qualifica: Professore affiliazione: Italiana
programma delle attività: This course explores the intersection of machine learning and economics, focusing on causal inference methods. It is designed for students interested in applying machine learning techniques to economic data for robust, causal analysis. Emphasis will be placed on understanding the theory behind these methods, practical applications, and the limitations of each approach.
modalità di accertamento finale: Pertecipazione
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Data Structure and Algorithms
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: Ex-cathedra - numero ore: 15
docente del corso: Alberto Arcagni qualifica: Professore affiliazione: Italiana
programma delle attività: The course is an introduction to the programming language R. It may be useful both to new users and to ones that started using R without knowing the basics of software development. Statistical applications guide the topics explained during the course. Main topics: Object oriented programming. Control flows and alternatives in R. Descriptive statistics as example of data manipulation. Pseudo-random number generation. Simulations. Stochastic processes. Numerical optimization, root-finding, and integration. The presentation of the igraph package. Main topics - Object oriented programming - Control flows and alternatives in R - Descriptive statistics as example of data manipulation - Pseudo-random number generation - Simulations - Stochastic processes - Numerical o Optimization o Root-finding o Integration - The igraph package for networks analysis.
modalità di accertamento finale: Submission of assignments by the students about the topics covered during the course
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Advanced Topics in Applied Economics: Replication and Analysis of Published Research
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: workshop progettuale - numero ore: 20
docente del corso: Valerio Leone Sciabolazza, Elton Beqiraj Emanuele Brancati, Michele Di Maio, Giuseppe Ragusa qualifica: Professore affiliazione: Italiana
programma delle attività: The course "Advanced Topics in Applied Economics: Replication and Analysis of Published Research" is an advanced training initiative aimed at PhD students in the program. The main focus of the course is the replication of published scientific papers in economics, an exercise designed to strengthen students' methodological, analytical, and critical skills. By replicating empirical studies, participants gain a deeper understanding of econometric techniques and identification strategies while developing practical skills in using open-source software such as R, Python, or Julia.
Each student must identify two papers published in top-tier journals (top 5 or top field journals) that utilize the chosen econometric technique, ensuring the papers are replicable with raw data available and well-documented. During the initial presentation, students briefly present these two papers, focusing on the relevance of the research and the identification strategy, after which a committee evaluates the presentations and assigns one paper to each student for replication. By the replication deadline, students must replicate the assigned paper and submit a replication package that adheres to AEA (American Economic Association) guidelines, and submit a 5-page summary of the findings. Students then present the replicated paper, acting as if they were the original authors, discussing the original results and their replicability, interpreting the findings, critically evaluating the applied method, and addressing any discrepancies in the results and their implications.
modalità di accertamento finale: Project and presentation.
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PhD Workshop in Macroeconomics
data presunta: 2025 - tipologia: riconducibile al progetto formativo - modalità di erogazione: seminariale - numero ore: 10
docente del corso: Cristiano Cantore, Dario Bonciani qualifica: Professore affiliazione: Italiana
programma delle attività: The PhD in Macroeconomics Seminar Series is a student-led academic forum designed to refine doctoral candidates’ abilities to present, critique, and engage deeply with influential research in macroeconomics. Participants are assigned influential papers in the field, which they present as if they were the original authors, simulating the mastery expected in academic conferences. Another student serves as a discussant, critiquing the paper's theoretical framework, methodology, and empirical contributions. Faculty members provide feedback on the presenter and discussant performance.
This exercise helps students learn how to articulate complex ideas and engage with papers that often align with their research interests.
modalità di accertamento finale: Presentation and partecipation
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