EH427      Half Unit
Quantitative topics in economic history II: time series and economic dynamics

This information is for the 2015/16 session.

Teacher responsible

Prof Albrecht Ritschl SAR 606

Availability

This course is available on the MA Global Studies: A European Perspective, MSc in Economic History, MSc in Economic History (Research) and MSc in Global History. This course is not available as an outside option.

Pre-requisites

Students enrolled for this course are expected to have completed EH426 or the equivalent of undergraduate courses in econometrics and intermediate economic theory.

Course content

The course will provide an overview of quantitative approaches in economic history using primarily dynamic panel and time series. The course will examine the use of quantitative techniques through practical exercises and critical discussion of their application in recent literature. Techniques discussed will include the GMM estimator, discrete choice and hazard models, analysis of unit roots in panels and time-series and vector autoregressions.  The course is organised on a topic basis, with subjects chosen to illustrate particular theoretical, quantitative or methodological issues. 

Teaching

20 hours of seminars in the LT.

Formative coursework

Two presentations during the term; fortnightly quantitative exercises.

Indicative reading

Baltagi, B.H. (2013), Econometric Analysis of Panel Data, 5th Edition; W H Greene (2012), Econometric Analysis, 7th edition; Crafts, NFR and G. Toniolo, eds. (1996), Economic Growth in Postwar Europe since 1945; Kehoe, T. and E. Prescott, eds. (2001), Great Depressions of the Twentieth Century.

Assessment

Exam (100%, duration: 2 hours) in the main exam period.

Teachers' comment

Survey questions on feedback to students may be non-informative because assessed work comes later in the term than the survey.

Key facts

Department: Economic History

Total students 2014/15: 6

Average class size 2014/15: 6

Controlled access 2014/15: Yes

Value: Half Unit

Guidelines for interpreting course guide information

Course survey results

(2011/12 - 2013/14 combined)

1 = "best" score, 5 = "worst" score

The scores below are average responses.

Response rate: 100%

Question

Average
response

Reading list (Q2.1)

1.7

Materials (Q2.3)

2

Course satisfied (Q2.4)

1.8

Lectures (Q2.5)

1.8

Integration (Q2.6)

1.6

Contact (Q2.7)

2.4

Feedback (Q2.8)

2.7

Recommend (Q2.9)

Yes

66.7%

Maybe

25%

No

8.3%