EH427      Half Unit
Topics in Quantitative Analysis in Economic History

This information is for the 2021/22 session.

Teacher responsible

Dr Jason Lennard SAR 608


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, while we are planning for most classes and seminars to be delivered in-person, it is possible that some or all of this teaching may have to be delivered virtually.  Lectures will either be recorded or given in the form of 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.

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Important information in response to COVID-19

Please note that during 2021/22 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 differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching 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 2020/21: 17

Average class size 2020/21: 17

Controlled access 2020/21: Yes

Value: Half Unit

Guidelines for interpreting course guide information