COURSE CURRICULUM

The MSc in Applied Econometrics is structured over five blocks of eight weeks each and includes seven core courses, a seminar course, and a master’s thesis. The core courses, such as Microeconometrics and Time Series Econometrics for Macroeconomics, provide students with a broad foundation in essential econometric techniques. Most courses involve individual and group assignments along with a final exam, emphasizing both theoretical understanding and practical application. The seminar course, Case Studies in Applied Econometrics, allows small groups of students to work on applied research projects under the supervision of a staff member, bridging classroom theory with real-world data analysis.Students can choose two electives from a selection of nine courses divided into two groups, selecting one course from each group. These electives range from Machine Learning to Advanced Macroeconomics, allowing students to tailor their studies and deepen expertise in specific areas of interest. The last two blocks are dedicated to the master’s thesis, which may be theoretically or practically oriented. Practically oriented theses are often combined with an internship or traineeship, providing professional experience alongside research. Each thesis is written individually under close supervision, ensuring personalized guidance and academic rigor.The curriculum consists of approximately 70% courses and 30% applied case studies. Core topics covered include modeling and forecasting rare events, estimating business cycles and transitions between economic states, handling outliers and missing data, and evaluating the effects of policy interventions. Applied research and thesis topics are diverse, including estimating the market value of NBA players, predicting investor behavior, and filtering long-run economic trends from real-time data. Overall, the program equips students with advanced quantitative, analytical, and empirical skills, preparing them for careers in research, policy, finance, or data-driven roles in public and private sectors, while providing a strong foundation for further academic study.