Students will learn how to apply and interpret econometrics and statistical techniques that are essential for empirical research in macroeconomics, monetary economics, growth, finance… 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.

The course is an applied course that will covers 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 one (or more) 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.

Stock. J. and M. Watson (2010), Introduction to Econometrics (Addison Wesley), Canova , F. (2005), Methods for Applied Macroeconomic Research (Princeton University Press), empirical papers from top economic journals

Empirical Econometrics I