Tuesday, August 28, 2007

Preliminary Syllabus for Finance 397

Finance 397

Applied Microeconomic for Business

Professor Richard K. Green

Office: 507 Funger

drgreen@gwu.edu

Keynesian.richard@gmail.com

202-994-2377

202-994-9141

301-467-3582

Office Hours: 1-3 Tuesday or by Appointment

This is a course in the application of microeconomic theory to academic business disciplines. As such, it is not a traditional graduate microeconomics course, such as Economics 301. All business disciplines—even management and marketing—contain some economic theory in their literatures. For example, papers in marketing are often applications of industrial organization theory, and papers in management often deal with principal-agency and asymmetric information issues.

The class will contain four requirements: two exams (25 percent each), an 8-10 page critical review paper (30 percent), and a 15 minute presentation, such as one would give at an academic meeting (20 percent).

Texts: (*)-ed readings are required.

1. Introduction to Economic Analysis, by R. Preston McAfee, (an open source principles text downloadable from http://www.introecon.com/). (*)

2. Game Theory for Applied Economists, by Robert Gibbons, Princeton University Press (1992, paperback). ISBN 0-691-00395-5. (*)

3. Identification Problems in the Social Sciences, by Charles F. Manski, Harvard University Press, (1995, paperback). ISBN 0-674-44284-9.(*)

4. Iowa State Economics 500 and 501 Lecture Notes. http://www.econ.iastate.edu/classes/econ501/Hallam(*)

Week 1: Introduction to Optimization and the Robinson Crusoe Economy

http://www.econ.iastate.edu/classes/econ500/hallam/documents/Opt_Simple_Multi_000.pdf

http://www.econ.iastate.edu/classes/econ500/hallam/documents/opt_con_gen_000.pdf

http://www.econ.ucla.edu/doepke/teaching/resources/e102ch1.pdf

Week 2: Optimization and Theory of the Firm

McAfee Chapter 4 and 6

Griliches, Zvi and Jacques Mairesse (1995) Production Functions: The Search for

Identication, NBER Working Paper No.w5067.

Week 3: Industrial Organization I

http://www.econ.iastate.edu/classes/econ501/Hallam/documents/Competition_000.pdf

Borenstein, Severin, Hubs and High Fares: Dominance and Market Power in

the U.S. Airline Industry, Rand Journal of Economics, 2(3) (1989), 344-365.

Week 4: Theory of the Consumer

McAfee Chapter 5

http://www.econ.iastate.edu/classes/econ501/Hallam/documents/FunctionalForms.pdf

Laurits R. Christensen; Dale W. Jorgenson; Lawrence J. Lau, Transcendental Logarithmic Utility Functions, The American Economic Review, Vol. 65, No. 3. (Jun., 1975), pp. 367-383

Week 5 Industrial Organization II

http://www.econ.iastate.edu/classes/econ501/Hallam/documents/Oligopoply.pdf

.

Zettelmeyer, Florian, Fiona Scott Morton, and Jorge Silva-Risso (2005) Cowboys

or Cowards: Why are Internet Car Prices Lower?

Akerloff, GA The Market for "Lemons": Quality Uncertainty and the Market Mechanism

The Quarterly Journal of Economics, Vol. 84, No. 3. (Aug., 1970), pp. 488-500

Week 6 Topics in Game Theory I

Gibbons Chapter 1

McAfee Chapter 7

Week 7 Exam I

Week 8 Topics in Game Theory II

Gibbons Chapter 2

Shapley, L. S. and M. Shubik (1972) The Assignment Game I: The Core, Interna-

tional Journal of Game Theory, 1: 111-130.

Week 9 Adverse Selection

Gibbons Chapters 3 and 4.

Week 10 Moral Hazard

Stoughton, Neal, Moral Hazard and the Portfolio Management Problem, The Journal of Finance, Vol. 48, No. 5. (Dec., 1993), pp. 2009-2028

Week 11 Identification I

Manski 1,2

James J. Heckman (2000) Causal Parameters and Policy Analysis In Economics:

A Twentieth Century Retrospective, The Quarterly Journal of Economics, 115(1),

45-97.

Week 12 Identification II

Manski 3-7

Week 13 Student Presentations of Applied Microeconomic Papers (choose from list)

Week 14 Exam II

Papers to choose from for presentation

Avery, Christopher, Mark Glickman, Caroline Hoxby and Andrew Metrick, A Revealed Preference Ranking of US Colleges and Universities, Working Paper.

Borenstein, Severin and Andrea Shepard (1996) Dynamic Pricing in Retail Gasoline

Markets, Rand Journal of Economics, 27(Autumn): 429-51.

Donohue, J.J. and Steven Levitt, The Impact of Legalized Abortion on Crime." Quarterly Journal of Economics, 2001, 116(2), pp. 379-420.

Gandal, Neil, M. Kende and Rafael Rob (2000) The Dynamics of Technological

Adoption in Hardware/Software Systems: The Case of Compact Disk Players, Rand

Journal of Economics, 31(1): 43-61.

Graddy, K. (1995) Testing for Imperfect Competition at the Fulton Fish Market,

Rand Journal of Economics, 26 (Spring): 75-92.

Green RK and MJ White, Measuring the Benefits of Homeowning: Effects on Children, Journal of Urban Economics,

Krugman, Paul, Scale Economies, Product Differentiation, and the Pattern of Trade

The American Economic Review, Vol. 70, No. 5. (Dec., 1980), pp. 950-959.

Mankiw, G and D Weil, The Baby Boom, the Baby Bust and the Housing Market, Regional Science and Urban Economics

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