ECON6380/7380/8380 Advanced Macroeconometrics: This course surveys the econometric theory which underlies modern applied research on macroeconomic issues. Topics covered include the specification and estimation of the Phillips Curve, GMM, applications of VAR modelling, impulse response analysis including identification, state space modelling including TVP-VAR applications.

ECON4390/6390/7390 Financial Econometrics: This course offers advanced students in finance and economics an understanding of the econometric tools that apply to financial data for purposes such as forecasting.