Mini courses
CeMoF offers yearly mini courses for PhD students in the money/finance area, usually taught by our visiting researchers.
Mini courses spring 2026
Continuous-time macroeconomics and finance
Course director
Jinglun Yao
Continuous-time methods are increasingly applied in macroeconomics and finance due to its elegance, its relative easiness to derive analytical results, and its ability to take advantage of existing computational methods in applied mathematics. Nevertheless, technical hurdles prevents its usage from a wider audience. The course will thus be partly methodological, and partly about essence, with the objective of being accessible to graduate students in economics and finance.
The first part of the course deals with heterogeneous-agent models in a continuous-time setting, and the second part martingale theory of asset pricing with general equilibrium applications. Mathematical background and computational methods are introduced along the way.
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Unconventional monetary policy: Theory and practice
Course director
Ciaran Rogers
This course helps students understand asset purchases as a monetary policy tool, both in theory and in practice.
It begins with introducing and describing the mechanics of asset purchases. It then moves towards illustrating how the literature incorporates this policy tool into otherwise standard models, exploring a variety of potential mechanisms for its transmission, and to what extent it holds up in the data.
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Last updated: 2025-12-19
Source: Center for Monetary Policy and Financial Stability (CeMoF)