Econometrics 4b: Empirical Macroeconomics

This course aims to provide you with econometric tools to answer various empirical macroeconomic questions. The course is part of the Master’s programme in Economics.

Methods covered include VAR, SVAR, cointegration, dynamic panels, GARCH, micro to macro, non-linear VARs, Bayesian VARs and simple DSGE models.

The focus is on applying these methods to various sets of data and choosing the appropriate method for different problems.

The economic issues discussed in the course include sources of business cycle fluctuations in GDP, various macroeconomic equilibrium relationships, and determination of financial market risk premia.

This is a 7.5 credit course.

Course material will be available on the learning platform Athena.


Teaching Format

Instruction is given in the form of lectures and computer experiments. The language of instruction is English.


Assessment

The course is examined on the basis of five written assignments and a term paper.

Examiner

The schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course.


Note that the course literature can be changed up to two months before the start of the course.

Enders, W., Applied Time series Econometrics, Wiley, 2010. Latest edition.

Articles according to list on Athena.

Lecture notes published on Athena.

Course reports are displayed for the three most recent course instances.








master@ne.su.se

Study advisor master’s level

Peter Langenius

peter.langenius@su.se
08163922

Visiting addressSödra huset A, room A614

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