Applied Macroeconometrics

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 and Local Projections Methods
• Weeks 3 and 4: Forecasting
• Weeks 5, 6, and 7: Macro Panel Data Methods