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 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.
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Course structure
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
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Schedule
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. -
Course literature
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.
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Contact
Academic advisor and teacher
- Visiting address
Södra huset A, room A614
- Questions about:
Eligibility, admission and credit transfers.
Director of studies bachelor's and master's level
- Visiting address
Södra huset A, room A791
