This course covers time-series econometric methods used in modern macroeconomics. It combines theoretical foundations with empirical applications and Julia-based computing classes. The main goals are to forecast macroeconomic variables and identify the causal effects of economic shocks and policy interventions.
TOPICS COVERED:
VAR models, estimation and forecasting
Stochastic trends and cointegration
Identification of dynamic causal effects
Nonlinearities, endogenous regime switching
Software Requirement: Julia
Who is the Course for?
Ideal for students and researchers seeking advanced training in time-series econometric methods and their applications in modern macroeconomics. Perfect for those interested in macroeconomic forecasting and evaluating the effects of economic shocks and policy interventions, this course provides practical experience in applying econometric methods to macroeconomic data using Julia.
Choose to follow the Macroeconomics Pathway to deepen your knowledge of Macroeconomics with courses in Macroeconometrics (morning session) and International Macroeconomics (afternoon session). Or mix and match, choosing different morning or afternoon sessions from our other pathways: Applied Economics or Econometrics.
