Applied Macroeconometrics

Professor(s)

 

Fabio Canova

Objetives

 

This course covers applied methods used in macroeconomics and finance to extract output gaps and to separate trend and cycles; to measure the effect of permanent and transitory shocks on domestic and international variables; to deal with large data (assets, consumers, firms, sectors, etc.) and to study networks interconnections. It also provides an introduction to the estimation of Dynamic Stochastic General Equilibrium (DGSE) models.

Module / Term

 

Module II: Elective Courses (54 ECTS) / Term 3 (18 ECTS)

Course details

 

UIMP code 102671 / 6 ECTS / Elective

Hours

 

Tuesday (15:00 – 16:30), Thursday (9:30 – 11:00 and 11:30 – 13:00)

Evaluation Criteria

 

Exercises, presentations and exams

Course page

 

https://intranet.cemfi.es/course/view.php?id=12

   
 
   
Syllabus
 
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