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ECOM032 - Econometrics B

(Macroeconometrics) This module is designed to provide you with a general knowledge and the basic methods used in the current practice of macroeconometrics. The module covers the following lecture topics: A brief history of macroeconometrics and current methodological issues in macroeconometrics; the main characteristics of macroeconometrics and fundamental tools. It examines two important aspects: dynamics and interdependence; and interpretation of econometric results: expectation and exogeneity. It then goes through basic models with cointegrated time series and discusses how to link macroeconometric models to macroeconomic theory. Prerequisites: ECOM 003 Econometrics A

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