EH427      Half Unit
Topics in Quantitative Analysis in Economic History

This information is for the 2020/21 session.


This course is compulsory on the MSc in Quantitative Economic History. 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.

Course content

The course will provide an overview of quantitative approaches in economic history with a focus on time series data. The course will examine the use of quantitative methods through practical exercises and critical discussion of their application in recent literature. Techniques discussed will include filters, local projections, vector autoregressions, narrative identification, instrumental variables, textual analysis and principal components analysis.


20 hours of seminars in the LT.

This course is delivered through a combination of classes and lectures totalling a minimum of 20 hours across Lent Term. This year, some or all of this teaching will be delivered through a combination of virtual classes and lectures in the form of recorded live webinars. This course includes a reading week in Week 6 of Lent Term.

Formative coursework

Students are expected to prepare a group presentation and an individual essay.

Indicative reading

  • Stock and Watson, Introduction to Econometrics (2020)
  • Wooldridge, Introductory Econometrics: A Modern Approach (2009)


Essay (100%, 5000 words) in the ST.

Important information in response to COVID-19

Please note that during 2020/21 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the situation of students in attendance on campus and those studying online during the early part of the academic year. For assessment, this may involve changes to mode of delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.

Key facts

Department: Economic History

Total students 2019/20: 10

Average class size 2019/20: 10

Controlled access 2019/20: Yes

Value: Half Unit

Guidelines for interpreting course guide information