ECN602   Applied Macroeconometrics   (15 credits)

Description

This module will enable you to understand recent applied literature in core journals of macroeconomics and finance, which uses time series methods, and prepare you for possible later research involving time series. You will learn to identify the empirical features of macroeconomic and financial data, and how to analyse the dynamic interaction of macroeconomic variables over time using key econometric techniques. Throughout use will be made of the Stata econometric software.

Reading List