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

This information is for the 2019/20 session.


This course is available on the MSc in Economic History, MSc in Economic History (Research), MSc in Global Economic History (Erasmus Mundus) and MSc in Political Economy of Late Development. 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: EH427 cannot 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

Students are expected to write one essay or equivalent pieces of written work.

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 (100%, 5000 words) in the ST.

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 2018/19: 4

Average class size 2018/19: 3

Controlled access 2018/19: No

Value: Half Unit

Guidelines for interpreting course guide information