Teaching playlists

02 — Teaching

Teaching playlists

257 lecture videos — about 50 hours — across 26 playlists, from introductory micro and macro through mathematical economics to applied time series. Search by topic, by playlist, or by the title of a single video.

Applied Time Series

Econometrics & time series · 38 videos · 7h 4m

The full time-series sequence — stationarity, ARIMA, VARs, cointegration, and forecasting.

Play all →
38 videos
  1. Introduction to Time Series Data and Stationarity12:12
  2. Stochastic Process vs Time Series8:03
  3. Weak Stationarity vs Strong Stationarity7:34
  4. Non-Stationarity and Differencing14:35
  5. On Autocovariances and Weak Stationarity6:35
  6. White Noise Process6:04
  7. Autocorrelation Coefficient7:14
  8. Introduction to the Moving Average Model5:13
  9. Properties of a Moving Average Model10:42
  10. Naive Forecasting Using a Moving Average Model16:49
  11. Introduction to the Autoregressive Model3:23
  12. The Stationarity Condition and the Characteristic Equation11:30
  13. Naive Forecasting using the Autoregressive Model14:03
  14. Identification of a Time Series using the ACF and PACF5:09
  15. Unit Roots and Tests for Non-Stationarity17:28
  16. Forecasting Bitcoin Prices using Prophet in R6:43
  17. Comparing the ACF and PACF of an AR, MA, and ARMA Process in R8:51
  18. Akaike, Schwarz's Bayesian, and Hannan-Quinn Information Criterion8:12
  19. Loading, Graphing, and Decomposing a Time Series in R10:11
  20. Testing for Non-Stationarity in R7:46
  21. Auto ARIMA in R13:07
  22. In-sample Forecasting and Diagnostics in R15:38
  23. Out of Sample Forecasting in R4:22
  24. Wold's Decomposition Representation7:57
  25. Building a VAR Model in R15:40
  26. VAR Diagnostics in R5:39
  27. Granger Causality, Impulse Response, Variance Decomposition, and Forecasting in VAR using R13:36
  28. Structural Vector Autoregression in R18:23
  29. Johansen Cointegration Test in R11:04
  30. Forecasting Coronavirus Cases using Prophet in R10:08
  31. Causal Impact Analysis in Time Series using R11:48
  32. Building a Vector Error Correction Model in R15:22
  33. Graphically Comparing Forecasts in R10:32
  34. Building an ARDL Model in R8:03
  35. Panel VAR in R11:59
  36. Error Corrections Explained14:39
  37. Introduction to the Vector Error Correction Model12:33
  38. Introduction to the Structural Vector Autoregression (SVAR)36:00

Applied Econometrics

Econometrics & time series · 21 videos · 4h 5m

Regression, inference, and the standard applied econometrics toolkit.

Play all →
21 videos
  1. Introduction to Applied Econometrics20:33
  2. Types of Datasets and Variables in Econometrics11:35
  3. Deriving the Betas in a Bivariate CLRM14:30
  4. Bivariate Regression in R11:38
  5. The Wald's Test of Linear Restrictions10:28
  6. Definition and Degrees of Multicollinearity9:40
  7. Auxiliary Regressions for Multicollinearity using STATA8:23
  8. Consequences of Multicollinearity7:48
  9. Variance Inflating Factor and Tolerance8:18
  10. Testing for Multicollinearity in R5:29
  11. Panel Data Models (Pooled OLS, FE, RE, LSDVs) in STATA13:39
  12. Quantile Regression in R12:31
  13. Unbiasedness of the Instrumental Variable Estimator11:00
  14. Proof: Trace of Annihilator Matrix2:32
  15. Proof: Ridge Regression Estimator is Consistent5:32
  16. Proof: Asymptotic Variance of GMM13:14
  17. Introduction to Logit and Probit20:23
  18. Introduction to Panel Data Models16:53
  19. First Differences Panel Data Model7:00
  20. Fixed Effects and LSDVs19:50
  21. Random Effects Model14:32

Intermediate Macroeconomics

Macroeconomics · 15 videos · 3h 6m

A full intermediate macro course.

Play all →
15 videos
  1. Example on the Consumption-Leisure Choice Model12:13
  2. Example on the Consumption-Leisure Choice Model11:10
  3. Example of a Two-Period Model of Consumption and Savings (Part 1)11:05
  4. Example of a Two-Period Model of Consumption and Savings (Part 2)9:42
  5. Example of a Multi-Period Model of Consumption and Savings11:47
  6. Consumption Savings Model with Credit Constraint (Part 1)13:35
  7. Consumption Savings Model with Credit Constraint (Part 2)7:53
  8. Firms in the Two Period Framework12:44
  9. Two Period Consumption Savings Model with a Government Sector20:19
  10. Deriving the Real Money Demand Function8:57
  11. Money in Utility Model Example8:16
  12. Solow Growth Model (Part1) Introduction and Production11:09
  13. Solow Growth Model (Part 2) Properties of the Production Function11:14
  14. Heterogenous Agents Consumption/Savings Model18:05
  15. Heterogenous Agents Consumption Savings Model18:05

Microeconomics: Theory of the Firm

Microeconomics · 18 videos · 2h 43m

Production, cost, and the firm's supply decision.

Play all →
18 videos
  1. Introduction to the Theory of the Firm13:32
  2. Short Run Production Function8:14
  3. Linking Marginal Product and Average Product8:57
  4. Isoquants7:38
  5. Marginal Rate of Technical Substitution6:44
  6. Returns to Scale12:49
  7. Elasticity of Substitution in Production7:11
  8. Long Run Production Example13:11
  9. Introduction to Costs in Economics9:09
  10. Cost Minimization Process (Part 1)10:54
  11. Cost Minimization Process (Part 2)14:45
  12. Cost Minimization Example6:04
  13. Introduction to Cost Functions3:25
  14. Graphical Analysis of Cost Curves11:26
  15. Cost Functions under Variable Returns5:18
  16. Short Run Costs7:22
  17. Linking Long Run and Short Run Costs8:39
  18. Long Run and Short Run Cost Example8:13

Microeconomics: Oligopoly

Microeconomics · 13 videos · 3h 2m

Cournot, Bertrand, Stackelberg, and strategic interaction.

Play all →
13 videos
  1. Introduction to Oligopoly7:07
  2. Cournot Oligopoly Model and Equilibrium20:45
  3. Example of Cournot Oligopoly using Calculus10:42
  4. Bertrand Oligopoly and Equilibrium18:20
  5. Example of Bertrand Oligopoly using Calculus5:30
  6. Introduction to the Stackelberg Oligopoly12:38
  7. Example of Stackelberg Oligopoly using Calculus9:43
  8. Cournot Oligopoly with Differentiated Products13:09
  9. Bertrand Oligopoly with Differentiated Products14:28
  10. Introduction to Cartels16:44
  11. Example of a Cartel using Calculus9:56
  12. Low Cost Price Leadership Oligopoly Model20:04
  13. Dominant Firm Price Leadership Oligopoly Model23:11

Microeconomics: Perfect Competition

Microeconomics · 13 videos · 1h 48m

The competitive firm and market in the short and long run.

Play all →
13 videos
  1. Introduction to Perfect Competition17:02
  2. Market Demand Function4:28
  3. Firm's Demand Curve Under Perfect Competition4:16
  4. Firm's Short Run Supply Function6:28
  5. Profitability Criterion under Perfect Competition10:04
  6. Market Supply Function4:51
  7. Short Run Firm and Market Supply Functions Example8:03
  8. Short Run Market Equilibrium5:59
  9. Long Run Supply9:13
  10. Deriving the Long Run Market Supply Under a Constant Cost Industry11:28
  11. Short Run Competitive Equilibrium Example11:04
  12. Long Run Competitive Equilibrium Example Part 19:42
  13. Long Run Competitive Equilibrium Example Part 25:43

Microeconomics: Price Discrimination

Microeconomics · 11 videos · 2h 23m

First, second, and third-degree price discrimination.

Play all →
11 videos
  1. Introduction to Price Discrimination9:42
  2. First Degree Price Discrimination17:07
  3. Example of First Degree Price Discrimination using Calculus7:31
  4. Introduction to Second Degree Price Discrimination and Two Part Tariffs9:44
  5. Two Part Tariffs under Identical Consumers Case13:13
  6. Two Part Tariffs under Non-identical Consumers Case16:20
  7. Block Pricing (Second Degree Price Discrimination)14:54
  8. Block Pricing Example using Calculus11:37
  9. Introduction to Third Degree Price Discrimination17:12
  10. Illustrating Third Degree Price Discrimination8:37
  11. Example of Third Degree Price Discrimination using Calculus18:00

Microeconomics: Monopoly

Microeconomics · 9 videos · 1h 26m

Pricing and welfare under a single seller.

Play all →
9 videos
  1. Introduction to Monopoly15:18
  2. Profit Maximization Conditions of a Monopolist8:57
  3. Illustrating a Monopolist5:57
  4. Output Choice, Marginal Revenue, and Price Elasticity of a Monopolist9:07
  5. Lerner Index of Monopoly Power6:09
  6. Welfare Comparison of Monopoly and Perfect Competition17:18
  7. Example of a Monopoly using Calculus (Part 1)7:50
  8. Example of a Monopoly using Calculus (Part 2)5:41
  9. Natural Monopoly9:52

Microeconomics: Theory of the Consumer

Microeconomics · 9 videos · 1h 18m

Demand, substitution and income effects, and welfare.

Play all →
9 videos
  1. Introduction to the Utility Maximization Process14:42
  2. Marginal Utility, Law of Diminishing Marginal Utility, and the Marginal Rate of Substitution14:21
  3. Deriving the Marshallian Demand Functions12:54
  4. Properties of Marshallian Demand Functions10:05
  5. Deriving the Indirect Utility Function3:27
  6. Roy's Identity5:26
  7. Duality between Utility Maximization and Expenditure Minimization8:26
  8. Deriving the Expenditure Function4:25
  9. Hicksian Demand Functions and Shephard's Lemma4:31

Microeconomics - Basics of the Theory of Consumer Behavior

Microeconomics · 7 videos · 1h 31m

Preferences, utility, and the budget constraint.

Play all →
7 videos
  1. Introduction to the Theory of Consumer Behavior7:40
  2. Axioms of Consumer Preferences10:06
  3. Foundations of the Utility Function17:20
  4. Mathematically Deriving Properties of the Utility Function10:08
  5. Deep Dive on Indifference Curves23:37
  6. Homothetic Preferences and Special Indifference Curves7:30
  7. Solving for the Walrasian Equilibrium Allocations14:39

Mathematical Economics

Mathematical economics · 21 videos · 3h 2m

The core mathematical toolkit for economists.

Play all →
21 videos
  1. Returns to Scale of a Production Function15:11
  2. Iterated Integration5:09
  3. Order, Degree, and Linearity of an Ordinary Differential Equation7:37
  4. Solutions of an Ordinary Differential Equation4:57
  5. Integration by Substitution8:08
  6. The Differential in Economics9:26
  7. Economic Applications of Partial Differentiation12:12
  8. Integration by Parts (Indefinite Integral)10:53
  9. Economic Applications of Total Differentials9:45
  10. First Order and Second Order Taylor Approximation12:20
  11. Fermat's Theorem6:45
  12. First Derivative Test10:14
  13. Proof: Angle Between Two Vectors12:11
  14. Proof: Contraction Mapping is Uniformly Continuous5:11
  15. Proof: Contraction Mapping has a Unique Fixed Point6:28
  16. Solving a Simple Finite Horizon Dynamic Programming Problem12:05
  17. Proof: Lipschitz Continuity Implies Uniform Continuity3:53
  18. Blackwell's Theorem (Dynamic Programming)8:53
  19. Brief Example on Laplace Expansion8:38
  20. Simple Profit Maximization8:58
  21. Marginal and Total Revenue Functions3:31

Mathematical Economics: Techniques of Integration

Mathematical economics · 8 videos · 1h 24m

Integration methods and their economic uses.

Play all →
8 videos
  1. Integration by Substitution8:08
  2. Integration by Parts (Indefinite Integral)10:53
  3. Examples of Indefinite Integration11:12
  4. Examples of Definite Integration10:40
  5. Integration using Partial Fractions9:07
  6. Integration by Partial Fractions with Repeated Factors10:17
  7. Improper Integrals8:45
  8. Solving for Consumer, Producer, and Social Surplus using Integration15:39

Financial Economics

Financial economics · 35 videos · 9h 54m

Asset pricing, portfolio choice, and derivatives.

Play all →
35 videos
  1. Introduction to Financial Economics14:29
  2. Consumption Smoothing and Risk Aversion11:48
  3. Overview of Financial Securities13:48
  4. Axioms of Consumer Preferences in Financial Economics11:01
  5. Representing Consumer Preferences in Financial Economics17:12
  6. Incorporating the Capital Market in the Fisher Model34:13
  7. Examples on Deriving the Capital Market Trading Line24:40
  8. Foundations of the Consumer Optimum in the Fisher Model21:33
  9. Determining Optimal Consumption in the Fisher Model27:50
  10. Introduction to Financial Decision Making Under Uncertainty14:05
  11. Fair Games9:45
  12. The St. Petersburg Paradox and Expected Utility16:23
  13. Axioms of Choice Under Expected Utility16:03
  14. Expected Utility Theorem and Certainty Equivalent13:06
  15. Deriving and Illustrating Expected Utility26:15
  16. Jensen's Inequality in Expected Utility6:33
  17. Example of Expected Utility Theorem using Calculus19:54
  18. Insurance Premium in Expected Utility Theorem29:50
  19. Arrow-Pratt Measure of Absolute and Relative Risk Aversion22:31
  20. Deeper Dive on Certainty Equivalent and Risk Premium26:27
  21. Certainty Equivalent and Risk Premium in terms of Rates of Return27:25
  22. Asset Allocation using Expected Utility19:00
  23. Determining the Optimal Proportion of Risky Investments19:45
  24. Arrow's Theorems on Investment and Risk Aversion11:07
  25. Security Selection under Expected Utility13:21
  26. Mean-Variance Expected Utility Hypothesis16:09
  27. Introduction to the Modern Portfolio Theory10:17
  28. Introduction to the Markowitz Model8:17
  29. The Minimum Variance Portfolio (MVP)23:16
  30. The Portfolio Diversification Effect18:00
  31. Investment Opportunity Set and Minimum Variance Set12:19
  32. CAPM Abnormal Returns6:31
  33. CAPM Expected Return5:53
  34. CAPM Security Market Line20:05
  35. APT Equilibrium Rate of Return5:14

Nothing matches that search.

Subscribe on YouTube