This course will examine modern applied research on macroeconomic and financial issues. The main objective is to allow students to understand, critically appraise and replicate applied work on macroeconomic and financial topics.
Assignments (30%), a mid term (20%) and a final examination (50%).
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Requisite and Incompatibility
Primarily, the reading material will comprise the journal research papers listed on the reading list. Although pitched at a slightly higher level than EMET3008 and EMET8010, the following text is helpful to dip into:
Canova, F. (2007) Methods for Applied Macroeconomic Research, Princeton.
Other helpful background books include:
Enders, W. Applied Econometric Time Series, Wiley, 1995.
Hamilton, J.D., Time Series Analysis, Princeton, 1994.
Verbeek, M., A Gide to Modern Econometrics, Wiley, 2008.
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