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Empirical Methods for Macroeconomic Research
Last Updated: 2026-02-05 15:42:31
Abstract
The course equips PhD students with the toolkit required for empirical analysis in macroeconomic research and forecasting as conducted by academic researchers or government agencies.
Objective
The first part of the course focuses on Bayesian statistics and multivariate time series analysis, such as Bayesian shrinkage, Markov Chain Monte Carlo Methods, Structural Vector Autoregressions, Dynamic Factor Models and Time-Varying Parameter models. In the second part, we apply these methods to specific problems of causal inference and forecasting in macroeconomics. In the computer tutorials, we work on actual programming exercises, thus developing our own toolkit for many of the techniques using R.
General Information
- Language
- English
- Levels
- DR
- Frequency
- Yearly recurring
Examination
- Type
- ungraded semester performance
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture with exercise |
Empirical Methods for Macroeconomic Research
Block course
|
|
20 h semesterly |
Offered In
-
Doctoral Department of Management, Technology, and Economics (More Information at: )