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
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.
