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

This information is for the 2018/19 session.

Teacher responsible

Prof Albrecht Ritschl SAR.6.06


This course is available on the MSc in Economic History, MSc in Economic History (Research) and MSc in Global Economic History (Erasmus Mundus). This course is not available as an outside option.


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

Please note that EH427 can not be taken with EH422.

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. 


20 hours of seminars in the LT.

Students on this course will have a reading week in Week 6, in line with departmental policy.

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.


Essay (70%, 3000 words) in the ST.
Presentation (30%) in the LT.

The summative essay is expected to modify, extend or criticise existing research in the literature. The presentation will cover work other than the subject matter of the essays and will be given in class during the LT.

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 2017/18: Unavailable

Average class size 2017/18: 1

Controlled access 2017/18: Yes

Value: Half Unit

Guidelines for interpreting course guide information