School of Economics and Finance

ECOM032 - Econometrics B

Credits: 15

Module Convenor: Prof Emmanuel Guerre & Prof Claire Lim

(Macroeconometrics) This module is designed to provide you with a general knowledge and the basic methods used in the current practice of macroeconometrics.

The module covers the following lecture topics: A brief history of macroeconometrics and current methodological issues in macroeconometrics; the main characteristics of macroeconometrics and fundamental tools. It examines two important aspects: dynamics and interdependence; and interpretation of econometric results: expectation and exogeneity. It then goes through basic models with co-integrated time series and discusses how to link macroeconometric models to macroeconomic theory.

Assessment: 80.0% Examination, 20.0% Coursework