Topics in macroeconomics with time series econometrics (EC316).

Overview.

The overarching aims of this class are: to extend students' knowledge and understanding of core macroeconomic models and of the econometric methods used to analyse macroeconomic data; and to develop their ability to apply these models and methods to address some key questions in macroeconomics. The class covers: economic growth; expectations; global macroeconomic issues; and policymaking and implementation. In addition, econometric methods covered include: univariate and multivariate regression with time series data; unit root testing; cointegration and error correction.

List of macroeconomics lectures.

1. Facts of growth
2. Solow model without technological progress
3. Solow model with technological progress
4. Expectations, consumption, and investment
5. The Euro
6. The Great Recession
7. High debt
8. Policy and policy makers
9. Fiscal policy rules
10. Monetary policy rules

List of time series econometrics lectures.

1. Growth statistics and simple regression
2. Stationarity and unit roots
3. Cointegration
4. Volatility modeling