Short Courses

Exchange Rate Predictability? Link to syllabus. Link to teaching evaluations.

Recent Developments in Forecasting: Estimation and Evaluation, Link to syllabus. Link to teaching evaluations  Handout1  Handout2  Handout2b  Handout3  Handout4  Handout5

Model Selection with Applications to Finance and Macroeconomics, CREST, Paris, November 2007. Link to syllabus.

Bertinoro Summer School, Bertinoro (Italy), June 2012. Link to syllabus.


Links to Ex-graduate Students’ Webpages

Roberto Pancrazi (Warwick)

Tatevik Sekhposyan (Texas A&M)


Sarah Zubairy (Texas A&M)


Hernan Seoane (Carlos III)


Gergely Ganics (Bank of Spain)


Academic Courses Taught at UPF


Link to syllabus (First year PhD applied macroeconometrics course)

Link to syllabus (Second year PhD course)




Previous Teaching Experience

Teaching at Princeton: my students' evaluation forms.

Teaching at Duke:

Econ 341, Graduate Econometrics (1st year Ph.D. course), Link to syllabus.

Empirical Methods in Macroeconomics and Forecasting in Time Series Analysis (2nd year Ph.D. course). Link to Overview. Link to syllabus. Handouts: First, Data on IP, second, third, fourth, fifth, sixth, seventh, eighth

Econ 141/241, Spring 2004 (Undergraduate Applied Econometrics). Link to syllabus.

Econ 220, Applied Time Series Econometrics, Fall 2005 (Master level course). Link to syllabus for Fall 2008.

Econ 327, Empirical Methods in Macroeconomics and Forecasting in Time Series Analysis, Link to picture Link to syllabus for Fall 2006.



Links to Happy Moments in my Director of Graduate Studies job

  Pictures with graduating students:

2011:    Hernan   Summer   TaeBong

            2010:   Tatevik  Sarah  Marija, Sarah & Roberto



Links for students



Undergraduate students who are thinking about graduate school:

Athey’s advice


Graduate students writing a Ph.D. dissertation:

Read William Thomson, A guide for the Young Economist – Writing and speaking effectively about Economics, MIT Press


Graduate students going on the market:

Cochrane’s advice: https://faculty.chicagobooth.edu/john.cochrane/research/papers/phd_paper_writing.pdf.

Athey’s advice: https://people.stanford.edu/athey/professional-advice .

Cawley’s guide: https://www.aeaweb.org/content/file?id=869