Humboldt-Universität zu Berlin - Wirtschaftswissenschaftliche Fakultät


This course is tailored towards students that are interested in time series and empirical macroeconomics and will be a good complement to theoretical macroeconomics courses. The course will provide a rigorous exposition to several topics that will enable students to do competent empirical analysis: simultaneous equations, identification, endogeneity, method of moments –instrumental variables, stochastic processes and time series analysis, ARMA modelling, multivariate systems i.e. Vector Auto-Regressions and their relationship to modern dynamic macroeconomic models. Students will also learn how to implement some of these methods in statistical packages i.e. STATA.

Lecturer: Andreas Tryphonides, Ph.D.

Literature: Stock and Watson(2015), Introduction to Econometrics 3rd Edition, Pearson U Press and J.D. Hamilton(1994), Time Series Analysis, Princeton U Press.

Preconditions: None

Module: BA BWL und VWL: 6 credits “Themen der Makroökonomie“

Exam: Written exam (90 min)


Find this course on Agnes and Moodle.