• Graduate program
    • Courses
    • Why Tinbergen Institute?
    • Program Structure
    • Course Registration
    • Recent PhD Placements
    • Admissions
    • Facilities
  • Research
  • News
  • Events
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
    • Summer School
      • Econometric Methods for Forecasting and Data Science
      • Introduction in Genome-Wide Data Analysis
      • Business Data Science Summer School Program
  • Times
Home | Courses | Applied Macroeconometrics

Applied Macroeconometrics

  • Course type
  • Program year
  • Credits

Course description

This course will provide a comprehensive set of applications of econometric techniques that are commonly used to address questions of interest to academics, business and central-bank economists in the field of macroeconomics and international economics. The key objective of the course is applying these techniques rather than deriving econometric and statistical properties of estimators.
Each session will be structured as follows. First, the specific econometric topics will be introduced and their key elements outlined. Then, a critical discussion of the key empirical papers applying those methods will be provided. Finally, we will conclude each session providing information on the datasets, econometric package/commands, and research questions that students will be asked to address in the take-home assignments.
• Weeks 1 and 2: Vector Autoregressive Models
• Weeks 3 and 4: Forecasting
• Weeks 5, 6, and 7: Macro Panel Data Methods


Strong econometric background with a particular focus on time series and panel data. Experience with applied work will be highly beneficial.

Course literature

Lecture notes and selected papers.