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
Availability
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.
Pre-requisites
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.
Teaching
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)
Assessment
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
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.
