Industrial Organization and Markets

Course Structure

1. Multivariant analysis: principal components and factor analysis.
2. Results in asymptotic theory.
3. Introduction to the regression model.
4. Introduction to time series.
5. Introduction. Multidimensional random variables. Econometric models.
6. Condicional expectation and variance. Properties.
7. Co-variance and linear correlation.
8. Optimal linear predictor. Poperties.
9. Samples and sample distributions.
10. Inference in the linear model: OLS. Variance decomposition.
11. The classical regresión model.
12. Hipothesis testing.
13. Specification problems.
14. Heteroskedasticity and autocorrelation.
15. Measure errors and endogenous regressors.
16. Seemingly unrelated regression equations.
17. Simultaneous equations.
18. Quantile regression models.
19. Stationary linear models.
20. Non-stationary linear models .
21. Prediction.
22. Time aggregation.
23. VAR models.
24. Cointegration and common trends.
25. Non-linear models.
26. The method of generalized moments.
27. Linear models for panel data: static and dinamic models.
28. Models of discrete choice: binary and multiple.
29. Models of sample selection: truncated and censored variables.
30. Models for count data.
31. Introduction. The financial statements.
32. Accounting information and the stock market.
33. Analysis of accounting information: Incentives and accounting choice.
34. Ratio analysis.
35. Equity valuation using accounting numbers.
36. Introduction
37. Yield curve theories.
38. Immunization strategies of Fixed income portfolios.
39. Capital Asset Pricing Model (CAPM)
40. APT models
41. Discrete models
42. Demand theory
43. Duality
44. Introduction to the producer´s behavior
45. General equilibrium in trade economies
46. General equilibrium in economies with production
47. Static Games and Nash equilibrium.
48. Dynamic Games and subgame perfect equilibrium.
49. Bayesian games and Bayesian equilibrium.
50. Optimal risk sharirng
51. Principal-agent models
52. Adverse selection
53. Signaling
54. Moral hazard
55. Excel
56. Stata
57. E-views
58. Introduction: Industrial Organization focuses.
59. Static and dynamic olipoly models
60. Tacit colusion.
61. Product diferentiation, advertising.
62. Costs, entry and exit, barriers to entry.
63. Limit and predatory pricings.
64. R&D.
65. Introduction
66. Regulation of Natural Monopoly· Single product case· Multi-product case: Ramsey pricing and price caps
67. Regulation with asymmetric information· Adverse Selection· Moral Hazard
68. Access· One-way access· Two-way access
69. Interindustry studies
70. Modelling price competition: homogeneous products
71. Modelling price competition: differentiated products
72. Mergers
73. Regulated industries
74. Network industries
75. Endogeneous sunk cost industries
76. Entry
77. Introduction. Derivatives
78. Naked & Covered Positions
79. Stop-Loss Strategy
80. The Greeks
81. Speculation in volatility
82. Risk management in non financial firms
83. The objectives of competition policy.
84. Illustration with specific cases.
85. Energy sectors.
86. Market and regulation.
87. Markets for energy.
88. Emissions markets.
89. Transport and Operation in Energy Networks.
90. Distribution of Energy Services.
91. Commercialization of Energy.
92. Economic Analysis and Human Resources Management in Energy Firms.
93. Introduction to Telecommunication Networks.
94. Economics of Telecommunications.
95. Regulation.
96. Business models.
97. Analysis of the Market for Telecommunications.
98. Marketing and Commercialization.
99. Economics of Transport
100. Transportation modes.
101. Tariffs, Infraestructures and Congestion.
102. Logistics and Transport.
103. Methodology for Transport Studies.