Quantitative Macroeconomics

Business, Management & Finance Program
Madrid, Spain

Dates: mid Jan 2026 - early Jun 2026

Business, Management & Finance

Quantitative Macroeconomics

Quantitative Macroeconomics Course Overview

OVERVIEW

CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Economics
Instruction in: English
Course Code: 13665
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 3
Contact Hours: 42
Prerequisites: Basic courses of Economics (Microeconomics and Macroeconomics) and Econometrics

DESCRIPTION

This is an empirical macroeconomic course. The student will become familiar with univariate macroeconomic modeling, analyzing macroeconomic relationships using time series data.
The material taught in this course will lead the student to acquire the ability to use basic econometric programs (EVIEWS, GRETEL) for univariate time series data (ARIMA), for single equation models (ARDL) and multiple equations (VAR models) stationary and nonstationary (Cointegration). These abilities will give the student the capacity to construct empirical economic models and to test macroeconomic hypotheses based on econometric models. These models are commonly used in macroeconomics and finances, in particular, those related to business cycles (booms and recessions), nonlinear models and determinants of economic growth.
Other skills that the student will acquire include familiarity with methods of analysis of the current state of the economy that is useful to interpret the movements of macroeconomic aggregates and of sectors in market economies.


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