Empirical Methods in Sustainable Banking

• The course will consist of 11 hours of lectures discussing applications in sustainable finance of the aforementioned methodologies.
• There will be 4 hours of Stata session whereby key commands linked to these methodologies will be introduced.

Total course length: 15 hours.

• MA in Finance/Economics and/or Environmental Science (a PhD would be an asset)
• Prior knowledge required to be able to follow the course: Econometrics at a Master level
• Technical equipment required (i.e. laptop and software): laptop / Stata

• Difference-in-Differences (treatment versus control, parallel trends, intensity of treatment, managing the control sample)
• Event Study Methodology
• Heteroskedastic Models
• Ordinary Least Squares in “Various Guises”
• Randomized Experiments
• Instrumentation, also with Historical Data
• Saturation with Fixed Effects
• Use of Interactive Terms