LFU:online

The aim of the course is that students acquire detailed knowledge of methods for the analysis of macroeconomic time-series data and the ability for doing own research in empirical macroeconomics.

This course covers various topics in empirical macroeconomics. Macroeconomics aims at understanding the dynamics of aggregate economic variables such as GDP, inflation, and interest rates. The course combines macroeconomic theory with applied econometrics and provides an overview of different applied methods that are used in modern macroeconomic analysis. The focus lies on structural estimation, in which we discuss dynamic panel regressions, the local projection method, as well as structural VAR analyses. The practical part of the course, in which students are required to replicate existing studies, requires the use of software such as R and Stata.

Lecture, project and exercises.

Oral presentations of exercises and take home exam.

Will be announced in class.

Positive assessment of the mandatory module Econometrics.

Information about the VU is available in OLAT.