Handbook

This course provides an introduction to econometrics as it is applied in macroeconomics. Emphasis is on hands-on implementation of the methods covered in the course. Topics include macroeconomic data, linear and nonlinear time series models, practical issues with likelihood-based inference for these models, forecast evaluation, structural identification and use of micro data in empirical macroeconomics. The course will equip students with the necessary knowledge to be able to undertake econometric analysis of the type commonly associated with modern macroeconomic research.