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Sumário ACADEMIC SEMINAR | APPLIED MICROECONOMICS & ECONOMETRICS .................... 3 ACADEMIC SEMINAR | THEORY-­MACROECONOMICS-­FINANCE .................................... 3 ECONOMETRICS I ................................................................................................................. 3 ECONOMETRICS II ................................................................................................................ 4 ECONOMETRICS III ............................................................................................................... 4 ECONOMETRICS IV .............................................................................................................. 4 ECONOMIC GROWTH ........................................................................................................... 5 INTERN SEMINAR ................................................................................................................. 5 MACROECONOMICS I .......................................................................................................... 5 MACROECONOMICS II ......................................................................................................... 6 MACROECONOMICS III ........................................................................................................ 6 MACROECONOMICS IV ........................................................................................................ 7 MACRO APPLIED TO BRAZIL ............................................................................................... 7 MATHEMATICS FOR ECONOMISTS .................................................................................... 7 MICROECONOMICS I ............................................................................................................ 8 MICROECONOMICS II ........................................................................................................... 8 MICROECONOMICS III .......................................................................................................... 9 MICROECONOMICS IV ......................................................................................................... 9 STATISTICS ........................................................................................................................... 9

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ACADEMIC SEMINAR | APPLIED MICROECONOMICS & ECONOMETRICS

Credit Workload Subject

2 30 hours Required for Masters and PhD Program This event includes all academic seminars in the areas of applied microeconomics and

econometrics realized during the year.

ACADEMIC SEMINAR | THEORY-­‐‑MACROECONOMICS-­‐‑FINANCE

Credit Workload Subject

2 30 hours Required for Masters and PhD Program This event includes all academic seminars in the areas of economic theory, macroeconomics,

and finance realized during the year.

ECONOMETRICS I

Credit Workload Subject

2 30 hours Required for Masters and PhD Program In this course we present key concepts in econometrics that allow student to be able to

conduct their own empirical research in economics. In addition to lectures, students have

classes in the laboratory, usually taught by the monitor. As part of the course evaluation,

problem sets are distributed, in which students can use statistical and applied mathematics

software, such as Matlab and Stata.

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ECONOMETRICS II

Credit Workload Subject

2 30 hours Required for Masters and PhD Program This course is divided into three main topics. Extreme estimators, GMM and discrete/truncated

regression models. The course covers all three aspects of those estimators: consistency,

asymptotic distribution and hypothesis tests with many examples and exercises in the lab.

ECONOMETRICS III

Credit Workload Subject

2 30 hours Required for PhD and Elective for Masters

Program The course provides an introduction to time series methods in econometrics covering

stationary series, aspect of trend behaviour, detrending mechanisms and their properties, unit

roots theory, cointegration system approach. Mainly time-­domain methods are discusses but

an introduction to frequency-­domain is presented.

ECONOMETRICS IV

Credit Workload Subject

2 30 hours Required for PhD and Elective for Masters

Program This course aims to investigate longitudinal data set, its main properties in small and large

samples. It includes topics as: (i) Introduction to Panel Data, (ii), Fixed Effect Models, (iii)

Random Effect Models, (iv) System 2SLS and GMM, (v) Time series models with error

components, (VI) Dynamic and predetermined variables and (vii) Binary Choice.

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ECONOMIC GROWTH

Credit Workload Subject

2 30 hours Optional for PhD and Elective for Masters

Program This course presents an introduction to the theory of economic growth. It introduces models to

shed light both on the process of economic growth at the world level and on sources of income

and growth divergences across countries. The course has a main objective: To provide a good

understanding in the three basic workhorse models useful in analyse and explain the growth

process of countries: Neoclassical Model, AK type model and Endogenous Technical Change

Model.

INTERN SEMINAR

Credit Workload Subject

2 30 hours Required for Masters and PhD

Program This event includes all seminars of students and professors during the year.

MACROECONOMICS I

Credit Workload Subject

2 30 hours Required for Masters and PhD Program The course covers the main components of macroeconomic models: consumption and

savings;; investment;; external sector;; sticky prices;; coordination failures;; monetary policy;; time

inconsistency.

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MACROECONOMICS II

Credit Workload Subject

2 30 hours Required for Masters and PhD Program Macroeconomics II develops basic macroeconomics models in discrete time, covering Search

and Matching Models of the Labor Market, Monetary Models (New Monetarist Models, Cash in

Advance, Money in the Utility Function), Real Business Cycle Models, Consumption, Asset

Prices, Models with Frictions in the Credit Market, and Time Consistency of Fiscal Policy.

MACROECONOMICS III

Credit Workload Subject

2 30 hours Optional for PhD and Elective for Masters

Program This course examines issues related to business cycles, the so-­called short run

macroeconomy. Much of the recent research in macroeconomics considers DSGE models

(dynamic stochastic general equilibrium). This course focuses on these models and recent

methods to solve them. The course examines the basic ingredients of DSGE models and key

new-­Keynesian models of nominal rigidities. Next, we explore the modern monetary theory,

which combines the analytical structure of DSGE models with alternative hypotheses to the

classic monetary model: monopolistic competition and nominal rigidities. This instrument

allows to analyze the monetary policy pursued by central banks.

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MACROECONOMICS IV

Credit Workload Subject

2 30 hours Optional for PhD and Elective for Masters

Program On the wake of the recent financial crisis, the literature on the interactions between the real

and the financial sector became a major theme in macroeconomics. The objective of this

course is to cover recent and not so recent material on this area.

MACRO APPLIED TO BRAZIL

Credit Workload Subject

2 30 hours Required for Masters and PhD Program This course discusses recent research topics in economic growth and economic development

emphasize the role of institutions on economic development applied to the Brazilian contest.

MATHEMATICS FOR ECONOMISTS

Credit Workload Subject

4 60 hours Required for Masters and PhD Program Basic mathematical tools for economists: Real Analysis, Linear Algebra, Topology, Differential

Calculus, Dynamic Programming.

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MICROECONOMICS I

Credit Workload Subject

2 30 hours Required for Masters and PhD Program Microeconomics I presents the basic elements of Microeconomic Theory. The course begins

with an introduction to nonlinear programming, followed by an exposition to preferences and

choice, classical demand theory, and choice under uncertainty. The problem sets cover some

supplementary material. The emphasis on mathematical rigor will be great.

MICROECONOMICS II

Credit Workload Subject

2 30 hours Required for Masters and PhD Program Introduction to competitive General Equilibrium Theory: Arrow—Debreu competitive

equilibrium in a static environement, Welfare Theorems, dynamic models with rational

expectations, Radner equilibrium, complete and incomplete markets financial markets, Non-­

Arbitrage and asset pricing.

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MICROECONOMICS III

Credit Workload Subject

2 30 hours Required for Masters and PhD Program This is the third part in the sequence in Microeconomic Theory for the MA and PhD program.

This course provides an introduction to game theory and information economics.

MICROECONOMICS IV

Credit Workload Subject

2 30 hours Required for PhD and Elective for Masters

Program The objective of this course is to present the basics of Economics of Information, which is (in

broad terms) the study of asymmetric information.

STATISTICS

Credit Workload Subject

2 30 hours Required for Masters and PhD Program This course covers the main notions of probability and statistical inference, aiming to

strengthen the students’ quantitative background for future ventures in economic and

econometric modeling.