Econometric Methods for the Analysis of Banking Data

This course provides tools to analyse the properties of disaggregated banking data, their cyclical characteristics and to test hypotheses regarding the behaviour of banks in the funding and lending markets. It studies situations where bank heterogeneities are constant and when heterogeneities evolve over time and when they affect both the level and the dynamics of their lending activities. It also provides some explanations for some empirical puzzles found in the literature. Instructor: Prof. Fabio Canova.