Master 2 EA : Content of the courses

The content of the courses for is available here.

First term (September to December) :

Choice and Decision Theory (Peter Vida)
Microeconomic theory of individual decision making in the settings of consumption and production decisions. General Equilibrium, introductory examples.

Econometrics I : Fundamentals of Econometric Theory (Olivier Donni)
Finite Sample Properties of Ordinary Least Squares. Large Sample Properties with Random Sampling. Instrumental Variable Methods. Maximum Likelihood Methods. Topics in Time Series.

Mathematics for Economists (Marius Ochea and Marcus Pivato)
A brief review of the essential mathematical concepts and notation most likely to be encountered in economic theory. Single-variable and multivariate calculus. Algebra of vectors and matrices. Unconstrained and constrained optimization (Lagrange and Kuhn-Tucker). Difference equations. Dynamic optimization. Topology of Euclidean space (convergence, continuity, compactness). Convex sets. Correspondences. Fixed point theorems and applications to the existence of Nash or Walrasian equilibria. Differential equations.

Macroeconomics I : Growth and overlapping generation model (Olivier Charlot) starting date : October
The Solow growth model. Empirical investigations on economic growth/growth and human capital. Optimal growth : the Ramsey growth model.The OLG model. Endogenous growth, AK model. Endogenous technical change.

Microeconomics I : Choice under Uncertainty and Game Theory (Gabriel Desgranges) starting date : October
Risk and Uncertainty. Decision under uncertainty. GE under uncertainty.Main concepts and tools of game theory.

Applications of Econometrics I - 10 hours - Starting date : September (Guillaume Chapelle)
Applications of Econometrics to real data using Python, Stata and R : simple linear regression, ordinary linear regression, randomized controlled trial, multiple linear regression on cross-sectional data, multiple linear regression on panel data.

Second term (January to March) :

Macroeconomics II : Fluctuations - (Frédérique Bec) Syllabus
Microeconomics II : Welfare Economics and Market Failure (Anastasios Dosis and Marcus Pivato)

Applications of Econometrics II (Guillaume Chapelle and Maëlys de la Rupelle)
An applied course that relies on statistical softwares. Specific identification techniques used in the empirical literature (e.g., Propensity Score Matching, Differences in Differences, Regression Discontinuity Design and Natural Experiments). Nonlinear regression (using binary Probit/Logit/Poisson models and machine learning algorithms), Autoregressive models. Simple linear regression on time series (CAPM model with heteroskedasticity tests and tests for the autocorrelation of the error term). Examples using datasets, notably those from articles published in the best scientific journals.

One course among 2 described below :
Microeconometrics (Pierre André) Syllabus
Time Series Analysis (Guillaume Chevillon)

Two courses among any of the three specializations below :

Third term (April to June) :

Master’s Thesis
The master’s thesis is a piece of original scholarship, written under the direction of a faculty advisor, on a relevant topic in economics the student is interested in. Students are strongly advised to find a supervisor by the beginning of the academic year. Meetings with professors to discuss possible topics will be organized.

Research seminar I : Professors seminar (Laurence Jacquet)
Research seminar II : Students seminar (Laurence Jacquet)