Courses Master Display 2017-2018

Course Description To PDF
Course title Empirical Econometrics 2
Course code EBC4205
ECTS credits 6,5
Assessment None
Period
Period Start End Mon Tue Wed Thu Fri
5 16-4-2018 8-6-2018 C
Level Advanced
Coordinator Alain Hecq
For more information: a.hecq@maastrichtuniversity.nl
Language of instruction English
Goals
Students will learn how to apply and interpret econometrics and statistical techniques that are essential for empirical research in macroeconomics, monetary economics, growth, financeā€¦ The emphasis will be on the understanding the fundamentals behind the techniques used, their applicability, empirical relevance, economic interpretation, their limitations, both from an empirical and methodological point of view.
Description
The course is an applied course that will cover various topics related to macro/finance/growth type of applications such as Structural VAR, economic policy evaluation, growth and convergence, contagion and financial crises, empirical analysis of intertemporal macroeconomic or financial models , applied DGSE, ... Each topic is empirically driven in that it is motivated by choosing empirical papers published in a leading economic journal illustrating the use of the techniques. The paper will be studied and the techniques used will be explained and discussed.
Literature
Canova , F. (2005), Methods for Applied Macroeconomic Research (Princeton University Press). Empirical papers from top economic journals.

Pesaran, H.M. (2015), Time Series and Panel Data Econometrics (Oxford University Press: Oxford).
Prerequisites
Empirical Econometrics I
Teaching methods (indicative; course manual is definitive) PBL / Presentation / Lecture / Assignment
Assessment methods (indicative; course manual is definitive) Final Paper / Attendance / Participation
Evaluation in previous academic year For the complete evaluation of this course please click "here"
This course belongs to the following programmes / specialisations
Master Economic and Financial Research Compulsory Courses