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Econometrics 4b: Empirical Macroeconomics

Course within the Masterprogramme in Economics.

This course aims to provide students with econometric tools to answer various empirical macroeconomic questions. The 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.

  • Course structure

    This is a 7.5 credit course.

    Course material will be available through the learning platform Athena during the course.

    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

    Examiner and Course director: Annika Alexius.

  • 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.

    Schedule autumn 2020.

  • 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.

  • Contact

    Course administrator master's level
    Academic advisor master's level
    Director of studies - first and second level