Course description

This course aims to provide students with econometric tools to answer various empirical macroeconomic questions. The methods covered include VAR, SVAR, cointegration, dynamic panels, GARCH, micro to macro, Bayesian VAR models and simple DSGE models. The focus is on applying these methods to various sets of data and choosing the appropriate method for different problems. The economic issues discussed in the course include causes of business cycle fluctuations in GDP, long-term macroeconomic equilibrium relationships, and determination of financial market risk premiums. The final quarter of the course is dedicated to the construction and evaluation of macroeconomic forecasts.

Lecturer and Examiner:
Annika Alexius: Rum A 736, tel. 08-16 3047, e-mail:


Cecilia von Mentzingen Office hours: Mon - Thu 12.30-13.30, room A491,
phone: 08-16 31 12, e-mail:

Course information