ECON 8873 Empirical Methods in Macroeconomics and Finance

Name: Empirical Methods in Macroeconomics and Finance
Rating: 4.25 (24 reviews)

We will study econometric models and methods that are useful to conduct substantive empirical research in macroeconomics and finance. We consider the estimation and evaluation of dynamic stochastic general equilibrium models, analysis of linear and nonlinear vector autoregressive models, time series models with regime switches and time-varying coefficients, as well as dynamic factor models. For the most part, we will focus on Bayesian methods of inference, with detailed discussions of suitable Markov-Chain- Monte-Carlo methods.

Course overview

Department: Economics
School: MCAS
Credits: 3
Level: Graduate
Offered: Every Spring

Catalog details

Prerequisites: Graduate level econometrics, time-series

Catalog text is imported from the reviewed Boston College course snapshot. Confirm eligibility in EagleApps.

Requirements fulfilled

No source-backed degree requirement is attached to this course yet.

Official evaluation summary

4.25 / 5

Based on 24 aggregate responses from BC Avalanche/Blue evaluations.

Data freshness

Course and evaluation data last updated 2026-08-02. Source details and limitations are documented in Data Sources and Methodology.

Instructors

Pablo Guerron
Fall 2026, Fall 2025, Spring 2024, Spring 2023, Spring 2022 · Official rating 4.47/5
Paul D Mcnelis
Spring 2025 · Official rating 4.33/5

Sections

Section 01
Fall 2026 · Pablo Guerron · Maloney Hall 330 MW 08:30AM-10:20AM · Offered