The course covers the pillars of data analysis and statistical modeling, focusing on applications in social sciences, particularly economics and finance, and exploring the main ingredients of econometrics at an intermediate level. Emphasis is put on conceptual issues as well as technical and practical issues. All methods are shown from both the methodological and the computational perspectives. Computing is performed using the R computing language. Practical strategies are constantly introduced and motivated based on rigorous methodological and mathematical treatment. Estimation and inference are based on the least square method. In addition, the finite sample inference is covered based on the Gaussian error assumption. Both classical and modern model validation techniques are explored with a particular emphasis on the predictive viewpoint, which is central to modern data science. 


Link Video Vimeo: 814170580
Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Video Trailer (Embedded): https://player.vimeo.com/video/814170580
Livello Corso: Intermediate

This course will introduce you  to Game Theory provide you with tools to formally analyze both static and dynamic strategic interaction among economic agents with numerous applications to practical economic problems. Our focus will be on games of complete information — i.e., environments where all relevant elements of the interaction are known to all players involved. First, you will learn how to formally represent simultaneous moves games in strategic form and how to analyze them using the notions of dominant, dominated and mixed strategies, as well as the celebrated concept of Nash equilibrium. 

You will learn how to formally represent dynamic games in extensive form and how to analyze them through backward induction and using the notion of subgame perfection. Finally, you will learn how to analyze both finitely and infinitely repeated games and how to use them to investigate collusion. By the end of the course, you will be able to construct and analyze rigorous models that describe situations of conflict and cooperation among rational decision makers.


This course is part of the "Market Analysis" Program. If you wish to follow this course, you need to enrol via the Program at this link


Link Video Vimeo: 844262650
Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Beginner

The objective of the course is to equip the students with the analytical tools to understand Microeconomics: the study of economic activity including individuals and firms from the point of view of individual decision-making units. The course is foundational for a broad range of other subjects in Economics and as such highly abstract and fairly demanding from a mathematical point of view.

This course will begin with the analysis of individual preferences, and then proceed to models of consumer behavior, including labor supply decisions. Multiple individual consumers will then be considered to form a “pure exchange economy.” The existence of equilibrium in these economies will then be discussed, together with their welfare and distributional properties.

This course is part of the "Market Analysis" Program. If you wish to follow this course, you need to enrol via the Program at this link

Link Video Vimeo: 844264872
Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Intermediate

Program Market analysis

This program offers a solid understanding of the theoretical foundations for studying the decisions of economic agents in different market structures and the determination of prices and equilibrium allocations.

Students will acquire the ability to apply the tools of game theory to the analysis of markets and strategic decisions, as well as the necessary skills to understand how to design and bid in an auction.

All courses are accessible in asynchronous mode through academic and interactive video lectures, in-depth readings, quizzes and learning activities. At the end of each course or program it will be possible to gain a certificate.

This program is part of a series that includes two other programs in Economics and Finance: "Finance" and "Labor, Development & Policy Evaluation." The program is designed in collaboration with the Department of Economics and Statistics (DISES) of the University of Naples Federico II.

What you will learn

  • The theoretical foundations to study economic agents’ decisions in different market structures
  • The tools of game theory to the analysis of markets and strategic decisions
  • How to design and bid in an auction
  • Mathematical tools to understand the foundations and techniques of modern economic analysis

Courses

Microeconomics I


Explore the analytical tools of microeconomics: From the analysis of individual preferences to consumer behavior models.

Microeconomics II


Explore the analytical tools of microeconomics: from the analysis of decisions by firms to multi-product firms and tech production sets.

Game Theory I


Learn how to represent games: master both static and dynamic strategic interaction among rational decision makers and how to apply it to practical economic problems.

Game Theory II


Learn how to represent games: master both static and dynamic strategic interaction among rational decision makers and how to apply it to practical economic problems.

Mathematical methods for Economics


Coming soon
 From the algebra to the concept of fixed point, to the calculus of probability and optimization: acquire the tools for understand the modern economies


Instructors

Anderlini Luca
Luca Anderlini
Professor of Economy,
Georgetown University and Università di Napoli Federico II
Pagnozzi Marco
Marco Pagnozzi
Professor of Economics,
University of Naples Federico II
 Matteo Bizzarri foto Matteo Bizzarri
Research Fellow of Economics,
University of Naples Federico II
 

In collaboration with

Dises


The Department of Economics and Statistics (DISES) at the University of Naples Federico II has a long tradition in training students interested in pursuing a career in academics, policy institutions and the financial industry. 

The Department currently offers a BA and a MA in Economics, a BA and MA in Finance, a MSc in Economics and Finance (MEF) and a PhD in Economics. Both the MEF and the PhD programs are entirely English-taught. Faculty members work on all major areas of microeconomics, macroeconomics, finance, statistics and mathematical economics. 

The Department also hosts the Center for Studies in Economics and Finance (CSEF), with which it is fully integrated in research and graduate teaching.




Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Intermediate

The objective of this course is to provide students with the analytical tools to understand Microeconomics: the study of economic activity including individuals and firms from the point of view of individual decision-making units. The course will begin with the basics of the analysis of production decisions by firms. We start with the standard cost functions and the we will move on to multi-product firms and technological production sets. The properties of profit functions will be analyzed. The model of production will then be integrated with the exchange models of the first course in the sequence. The existence of equilibrium in economies with production will then be discussed, together with their welfare and distributional properties. We will then conclude with the discussion of models of decision-making under uncertainty.

This is the second of a sequence of two courses in Microeconomics. They are designed as an integrated sequence. This second course builds on the first adding production to the framework. Throughout it, the basic paradigm will be that of competitive environments modeled assuming price-taking behavior.

This course is part of the "Market Analysis" Program. If you wish to follow this course, you need to enrol via the Program at this link

Link Video Vimeo: 844265512
Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Intermediate

The course of Mathematical Methods for Engineering is intended to  provide specific mathematical tools as residues theory,  integral  calculation and distributions, that will be used in functional  transformations, as  Fourier, Zeta and Laplace transforms, spread  in  many Engineering applications.

Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Beginner

The course on Stochastic Processes is mainly focused on an introductory part finalized to recover essentials of measure theory dedicated to the probability measure, and on a wide study of the Brownian motion due its key role in theory of stochastic processes. Indeed, many details will be provided about martingale and Markov properties of such a process and of processes obtained by transformations from it. Stopping times, filtrations, conditional expectations are a consistent part of the course. The course also includes the construction of the stochastic integral respect to the Brownian motion and essential hints on stochastic differential equations. Many examples and exercises are also given to clarify the mathematical aspects and potential applications of such contents in the modeling context.  The whole theoretical apparatus follows the classical Kolmogorov setting. An illuminating and referring guide for the contents of such a course is the book of Paolo Baldi, “Stochastic Calculus, An Introduction Through Theory and Exercises”, Springer, 2017, that can also be considered for further insights. 

Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Beginner

In the first part of the course we will introduce metric, normed and Banach spaces. In particular we will define Hilbert Spaces and we will describe its main properties. In particular we will see that in the Hilbert Spaces we can extend the concept of orthogonality and the Pitagora's theorem well known in the Euclidean plane. In the second part we will introduce a new type of integration in R^n based on the so-called Lebesgue measure. Thanks to this new concept we can introduce new functional spaces, that are the so-called Lebesgue's spaces and Sobolev spaces. Finally we will study linear, bounded and compact operators and we focus our attentions on their spectral properties.

Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Beginner

The primary goal of this course is to equip students with essential mathematical tools that are crucial for a comprehensive understanding of the foundations and methodologies in modern economic analysis. These tools will prove particularly beneficial in subsequent courses, with a specific emphasis on Microeconomics.

During Week 1, we will conduct a thorough review of calculus and linear algebra, concurrently introducing the concept of a fixed point. Moving into Week 2, our focus will shift to the study of optimization—the fundamental mathematical framework economists employ to model the decision-making process among agents faced with various alternatives.

Week 3 will be dedicated to exploring difference and differential equations, essential tools economists utilize to depict the dynamic evolution of economic phenomena over time. Shifting our attention to Weeks 4 and 5, we will delve into the calculus of probability, serving as the mathematical foundation for the examination of risk. This understanding is particularly critical in fields like finance. In Week 6, we will study a more advanced topic in optimization, dynamic optimization, useful for macroeconomics.

By the end of this course, students will have acquired a robust mathematical toolkit that forms the basis for a good comprehension of economic theories and practices.

This course is part of the "Market Analysis" Program. If you wish to follow this course, you need to enrol via the Program at this link

Link Video Vimeo: 844264353
Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Intermediate

   

WELCOME TO THE ONLINE MASTER IN ECONOMICS AND FINANCE

The online Master’s degree in Economics and Finance (MEF) provides students with theoretical knowledge in economics and finance. It also equips them with the tools for data analysis and model simulation used in both industry and academia.

This program offers a diverse range of graduate-level courses encompassing finance, microeconomics, macroeconomics, mathematics, and econometrics. Elective courses are categorized into three distinct tracks: Financial Markets, Economic Policy, and Macroeconomics.

The fully online format provides the flexibility to balance your studies with work commitments, and fosters connections with instructors and peers from the convenience of your chosen location.

Drawing on 30 years’ experience and expertise delivering an on-campus master’s program in Economics and Finance at the Department of Economics and Statistics,  University of Naples Federico II, our online program promises a rich and enriching educational experience.

Enrolment for the Master’s course is now closed. If you are enrolled in the Master’s, please sign in with your credentials.

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Area: Università
Ente: Università degli studi di Napoli Federico II
Lingua: en_US
Lis: No
Vecchia edizione: No
Livello Corso: Intermediate