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ECOM-R321 Advanced Econometrics 3: Macroeconometrics, 5 op 
Tunniste ECOM-R321  Voimassaolo 01.01.2017 -
Nimi Advanced Econometrics 3: Macroeconometrics  Lyhenne Advanced Econom 
Laajuus5 op   
OpiskelumuotoSyventävät opinnot
  ArvosteluYleinen asteikko 
    Voidaan suorittaa useastiei
Vastuuyksikkö Taloustieteen maisteriohjelma 

Mika Meitz 


Master’s Programme in Economics (Research track). Open also to doctoral students in economics.


Annually in the third period


After the course, the student should

  • Know the basic properties of the time series models and the related methods introduced 
  • Be able to critically follow empirical research that employs them 
  • Be able to apply them in empirical research 
  • Have the basic knowledge for more advanced methodological and applied studies in time series econometrics

The course consists of lectures (24 hours) and exercise sessions (8 hours), where solutions to the homework assignments are discussed. The lectures and exercise sessions are not mandatory. The course is completed by (i) a written final exam and (ii) homework assignments. The homework assignments consist of both analytical and empirical exercises.

Edeltävät opinnot tai edeltävä osaaminen 

Advanced Econometrics 1 and 2, or Econometrics 1

Suositeltavat valinnaiset opinnot 

Knowledge of R (or some other matrix programming language) is useful.


This course covers a number of models and methods employed in time series econometrics. The emphasis is on univariate models, but vector autoregressive models and nonstationarity are also discussed. Specifically, the topics covered on the course include the following:

  • Basic time series concepts 
  • Methods for stationary univariate data: ARMA models, ARCH models 
  • Nonstationarity (unit roots, cointegration) 
  • Vector autoregressive models
Oppimateriaali ja kirjallisuus 

Lecture slides and other material assigned by the lecturer

Oppimista tukevat aktiviteetit ja opetusmenetelmät 

All material related to the course is delivered through the Moodle area of the course, which also contains a discussion forum where students can discuss issues related to the course with each other and the teacher.

Arviointimenetelmät ja -kriteerit 

The grade on a scale from 0 (fail) to 5 is based on the points earned in the final exam (70%) and in the homework assignments (30%).


Meneillään oleva ja tuleva opetus
Toiminnot Nimi Tyyppi op Opettaja Aikataulu
ilmoittautumisaika on päättynyt Advanced Econometrics 3: Macroeconometrics   Luentokurssi    21.01.21 -07.05.21

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