Macroeconomics and Econometrics
The Macroeconomics and Econometrics theme within our Economics department operates at the intersection of macroeconomic analysis and quantitative methodology. Our group comprises a vibrant mix of experienced researchers and promising junior members, all deeply committed to fostering mentorship and delivering high-level graduate training. By engaging with these diverse yet interconnected domains, we seek to expand and refine the theoretical underpinnings and practical applications that shape the economy.
The work within macroeconomics focuses on understanding how microeconomic conditions aggregate to shape macroeconomic outcomes, both in the long run and over business cycles. The macro group uses a variety of tools including theoretical modelling, micro and macro datasets and computational methods to approach research questions. The research areas span across the topics of economic growth, firm dynamics, international trade, monetary policy, macrofinance, public finance, and structural change.
The work within econometrics heavily relies on quantitative methods for the empirical analysis of both time series data and panel data, which are fundamental components of different aspects of economics, including macro, micro and financial economics. Our work is to utilize econometric and statistical inference, as well as machine learning methods, to construct econometric models with the aim of understanding causal relations in economics. When necessary, we develop novel econometric methods and apply them to real data problems.
Read more from Professor Giuseppe Cavaliere and Professor Elisa Keller
Professor Giuseppe Cavaliere and Professor Elisa Keller
Macroeconomics and Econometrics Subject Leads