Michael Siegenthaler: Catalogue data in Spring Semester 2019

Name Dr. Michael Siegenthaler
KOF Konjunkturforschungsstelle
ETH Zürich, LEE G 301
Leonhardstrasse 21
8092 Zürich
Telephone+41 44 633 93 67
DepartmentManagement, Technology, and Economics

364-1026-00LIdentification and Causal Inference3 credits2VJ.‑E. Sturm, S. Pichler, M. Siegenthaler
AbstractMost policy relevant research questions in the social sciences face the same challenge: How can we identify a causal impact of one variable on another when we cannot use a controlled experiment? This course will teach program evaluation methods for causal analysis based on non-experimental (i.e. observational) data, derive the underlying theory and discuss recent applications.
ObjectiveThe main objective of this course is to make PhD students familiar with program evaluation methods such as Difference-in-Differences/Event Study estimations, Instrumental Variables Estimators, Regression Discontinuity designs and Matching Methods. The course will cover the underlying theory, illustrate the connection to classical regression analysis, show how these different methods relate to each other and how they differ in terms of the required identifying assumptions as well as data needs. Recent research papers will be discussed to illustrate their use. The course has an applied focus. The goal is to place students in the position to have a broad toolkit of quasi-experimental methods and to apply these methods in their empirical research.
Lecture notesWe will provide printed slides at the beginning of each lecture.
LiteratureLecture notes will be provided and course will also draw on recent research papers. No specific textbook is required.