Teaching
“Education is the most powerful weapon which you can use to change the world.” ― Nelson Mandela
“I never teach my pupils, I only attempt to provide the conditions in which they can learn.” ― Albert Einstein
Current Teaching at University of Liverpool Management School:
Undergraduate: ECON 317: Advanced Econometric Methods: Data Project
PhD: ULMR807: Advanced Topics in Macroeconometrics
Past Teaching at University of Liverpool Management School:
2021/2022 Doctoral Workshop (PhD course) on Recent Developments on Granger Causality Analysis with Applications to Macroeconomics and Financial data:
Course Objectives: This course focuses on the recent developments on Granger causality analysis. We will examine different tests and measures of linear and non-linear Granger causality (between time series variables) in mean, quantile, and distribution. We will also see how to quantify an indirect Granger causality that is transmitted through auxiliary variables. Furthermore, we will discuss some applications of these tests and measures for monetary policy analysis, volatility modelling, asset pricing, etc. This course will be useful to:
Students who are interested in econometric theory (developing tests and measures of causality, conditional independence, etc.)
Students who are interested in applied econometrics and who want to learn new econometric tools that can help them study causal effects between macro variables and financial variables.
Videos of the sessions to watch:
Testing and Measuring Short and Long-Run Granger Causality and Indirect Granger causality
Testing and Measuring Non-Linear Granger Causality in Mean
Testing and Measuring Linear and Non-Linear Granger Causality in Quantiles and Expectiles
Testing and Measuring Granger Causality in Distribution
Past Teaching at Durham University Business School:
Financial Modelling and Business Forecasting