Macroeconometrics

This course will provide you with an introduction to econometrics as applied to macroeconomics. Emphasis is placed on the direct application of the methods discussed in the course. Topics covered include macroeconomic data, linear and nonlinear time series models, practical issues in likelihood-based inference for these models, forecast evaluation, structural identification, and the use of microdata in empirical macroeconomic studies. This course will equip you with the knowledge necessary to conduct econometric analyses as commonly used in modern macroeconomic research.