Objective : Visiting the general econometrics estimation methods with strong emphasis on asymptotic theory and non-linear models that have become more prevalent in empirical works.

  1. Review of the classical multivariate linear model: OLS estimation, finite sample and asymptotic properties of OLS, inference, Monte Carlo and Bootstrap methods
  2. Instrumental variables methods: IV and 2SLS estimations, Weak IVs
  3. Generalized Method of Moments (GMM): Asymptotic properties and inference
  4. Nonlinear Least Squares (NLS) and Maximum likelihood estimation (MLE): Asymptotic properties and inference
  5. Limited Dependent Variables: Qualitative response models, truncated and censored models
  6. Advanced Panel Data
  7. Simulated Method of Moments and Indirect Inference
  8. MCMC Methods

Duration : A minimum of 2 weeks with 4 days per week, totalizing 40 hours of coursework for both modules. I consider that each speaker will give a talk the 5th day of the week.

Objective : Mastery of the Advanced Time Series Analysis methods.

  1. Stationarity,unit root and weakly dependent  time series
  2. Autoregressive Integrated Moving Average (ARIMA) stochastic processes
  3. Vector Autoregression and Structural Vector Autoregression Models
  4. Cointegration and Error Correction
  5. Identification of Structural Vector Autoregression Models: External Instruments and Sign Restrictions
  6. Panel  Vector Autoregression Models

Duration :  A minimum of 2 weeks with 4 days per week, totalizing 36 hours of coursework for both modules. I consider that each speaker will give a talk the 5 th day of the week.

Objective : Evaluating the causal impact of an intervention is fundamental for policy and funding allocation choices. It generates knowledge about what works and determines whether a program should be scaled up or discontinued.

  1. Causality and Identification, Potential Outcomes, Counterfactuals, Treatment Effects.
  2. Randomized Control trials (RCT).
  3. Matching (Propensity Score Matching).
  4. Regression Discontinuity Design.
  5. Difference-in-Differences.
  6. Synthetic Controls.

Duration :  A minimum of 1 week minimum, then 24 h of coursework.

Objective : The effects of a program or policy may vary widely across economic agents (heterogeneous treatment effect), and expectations about individual treatment effects may trigger strategic participation in the program (endogenous selection). Uncovering aggregate causal effect in such an environment with a high degree of heterogeneity and endogenous selection is very challenging. This course will visit some remedies.

  1. Essential Heterogeneity and Endogeneity.
  2. IV, LATE, and MTE.
  3. Distributional Effects.
  4. Falsification of the Identifying Assumptions.
  5. Partial Identification for Causal Inference.
  6. Inference for (Conditional) Moment Inequalities.
  7. Duration: A minimum of 1 week minimum, then 24 h of coursework.

Suggested Speakers : Ismael Mourifié (University of Toronto)

Objective : This course is an advanced treatment of contemporary macroeconomic theory that prepares students to carry out research. Current controversies will be discussed as well as relevance of theoretical and policy issues in an African context.

  1. A Brief Review of Macroeconomics, Open Economy Macroeconomics, Growth Theories
  2. Business Cycles, Consumption and Saving, Investment
  3. Labour Markets
  4. Inflation
  5. Financial Markets and Monetary Policy
  6. The Government Sector: Government Budget Constraint and Fiscal Policy
  7. Macroeconomic Management and Policy Analysis
  8. Disequilibrium Macroeconomic Models, Structuralist Macroeconomics.

Objective : The main objective of the course is to provide participating graduate students with a comprehensive understanding of advanced microeconomic theory so that at the end of the course they will be acquainted with the state of the art in microeconomic analysis.

  1. Consumer Theory (18 hours)
  2. Theory of Production and Supply (6 hours)
  3. Theory of Market Structure (4 hours)
  4. General Equilibrium Theory (9 hours)
  5. Economic Choice under Uncertainty (5 hours)
  6. Game Theory (18 hours)
  7. Information Economics
  8. Welfare Economics and Social Choice
  9. Public Goods, Externalities, and Market Failure
  10. Market Structure Revisited
  11. Property Rights
  12. Household Behaviour
  13. Microeconomics of Rent-Seeking, Corruption and Conflict

Objective : Bridge the gap between theory and practice by applying theoretical questions to real-world policy problems. This course will be offered every year with a new thematic area including :

  1. Development Economics
  2. International Trade
  3. Labor Economics
  4. Economics of Education
  5. Political Economy
  6. Macroeconomics of Development

Duration : A minimum of 1 week minimum, then 24 h of coursework.