EH427      Half Unit
Topics in Quantitative Analysis in Economic History

This information is for the 2023/24 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 Financial History, MSc in Global Economic History, 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

This course will provide an overview of time series analysis in economic history. The methods studied will include filters, local projections, vector autoregressions, narrative identification, instrumental variables, natural experiments and more, combining theory, practical exercises and applications in the historiography.


20 hours of seminars in the WT.

This course is delivered through a combination of classes and lectures totalling a minimum of 20 hours across Winter Term. 

This course includes a reading week in Week 6 of Winter 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.

Key facts

Department: Economic History

Total students 2022/23: 9

Average class size 2022/23: 9

Controlled access 2022/23: Yes

Value: Half Unit

Guidelines for interpreting course guide information

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.