Applied Macroeconometrics 1 (ECOM-411/DPE-9411)

August 12, 2019

Please note that, if you happen to find conflicting information between this page and Courses/Sisu page, consider the Courses/Sisu page the primary source of information.

Method of completion: remote teaching


  • Courses page (link will be added here later; you can view the information on this site without logging in or registering, but some of the content added by teachers to course pages may be available to course participants only, for example Moodle course enrolment key) and/or
  • Sisu page (link will be added here later)


Study material:

  • Can be found in the Moodle learning platform
  • A link and a Moodle course key will be sent by email before the course starts and/or they will be provided on the Courses page, see above
  • Log in with your UH username to be able to use all the features of the course workspace



  • In UH’s Sisu with your UH username
  • To be able to register for the course in Sisu, please note that
    • You must have a valid right to study at the course host university
    • You have created your primary personal study plan (HOPS) based on your study right
    • You have added the course for which you are registering to your HOPS
    • More information can be found on the webpage How to enroll in the courses?



The course provides an introduction to the methods of modern applied macroeconometrics. The different approaches currently employed in applied work are reviewed, including the basics of empirical dynamic stochastic general equilibrium (DSGE) models, but the main emphasis is on the vector autoregressive model and its application in economics. In particular, we concentrate on the identification of economic shocks by various methods and the use of the structural vector autoregressive framework in policy analysis. Applications in other fields besides macroeconomics may also be discussed. The emphasis is on the practical application of the methods.