EH427      Half Unit
Topics in Quantitative Analysis in Economic History

This information is for the 2022/23 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 (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

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.

Teaching

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 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)

Assessment

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

Key facts

Department: Economic History

Total students 2021/22: 12

Average class size 2021/22: 12

Controlled access 2021/22: Yes

Value: Half Unit

Guidelines for interpreting course guide information

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