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School of Economics and Finance

ECOM108 - Applied Econometrics (Macro and Finance)

Credits: 15

Module Convenor: Prof Haroon Mumtaz

This module studies modern econometric methods to estimate, evaluate and forecast with structural macroeconomic models. It covers methods that are popular in Central Banks and in policy institutions. The methods covered allow us to extract cyclical information, solve and estimate structural models, evaluate the effect of monetary policy, and forecast variables such as inflation and output growth using econometric software.

Assessment: 80.0% Examination, 20.0% Coursework