teaching
 
truth persuades by teaching, but does not teach by persuading. /Quintus Septimius Tertullianus/

I have been mainly teaching quantitative subjects. I am currently responsible for the PhD level short course in Econometric Modelling (as a part of the course on Research Methods) and Master level courses in Econometric Analysis and Global Economy: Theories and Applications, all delivered at the Vilnius University. 
I also have extensive experience teaching short courses (e.g. summer schools, courses for policymakers, etc). Previously, I have had experience in teaching on different aspects in International Economics (especially, on International Trade), Mathematics and Statistics for Economists, Econometrics (at both, undergraduate and graduate levels) at the University of Cambridge where I also supervised and examined undergraduate (BA) and graduate (MPhil) dissertations in international economics and econometrics, in particular spatial econometrics and heterogeneous dynamic panels.

2017/2018 

PhD Course in Research Methods, a part on Econometric Modelling (Autumn Semester)
  • Syllabus 
  • Lecture Notes
  • Problem Set 1 || Abridged Solutions
  • Problem Set 2 || Abridged Solutions

2016/2017 

MSc/MA Course in Global Economy: Theories and Applications (Spring Semester)
MSc/MA Course in Econometric Analysis (Spring Semester)

PhD Course in Research Methods, a part on Econometric Modelling (Autumn Semester)
  • Syllabus 
  • Lecture Notes
  • Problem Set 1 || Abridged Solutions
  • Problem Set 2 || Abridged Solutions

2015/2016
 
Classes of Theory and Practice of Econometrics (Paper 3) - Michaelmas Term
 
Mathematics and Statistics for Economists (Paper 3)
 
Theory and Practice of Econometrics (Paper 3)
 
Summer 2014/2015

Introduction to the Theory and Practice of Global Macroeconomic Modelling (Slides - available to participants only)

 
This is an introductory course to the global econometric modelling, which covers both econometric theory and applications. I base the lectures on the following books: 
  1. M. H. Pesaran (2015): Time Series and Panel Data Econometrics. Oxford University Press. 
  2. di Mauro, F., and M. H. Pesaran (2013): The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis. Oxford University Press.
  3. Garratt, A., K. Lee, M. H. Pesaran, and Y. Shin (2006): Global and National Macroeconometric Modelling: A Long-Run Structural Approach. Oxford University Press.
The course is composed of theory lectures, practical sessions, and theoretical exercises, to be solved during the lectures and discussed with all the participants. Full solutions are available to participants. You can find a full syllabus here.
 
The structure of a two-weeks course is as follows:
  • The Preview of GVAR Applications
  • Introduction to the VAR modelling
  • Introduction to the Cointegrating VARs
    • Testing of Cointegrating VARs
    • Identification
    • Impulse Responses
  • Introduction to the GVAR modelling
    • Generalised Impulse Responses
    • Extensions of GVAR
      • Weight Matrices
      • Stability Conditions
  • Practicals: use of GVAR Toolbox (Matlab and/or R)
  • Multi-Country Rational Expectations Models
    • Theory: Steady States
    • Theory: Structure of a Model
    • Estimation
  • Practicals: use of GVAR Toolbox (Matlab)
  • Discussion on Current Applications of GVAR; Further Research Directions
 
International Finance (Slides - available to participants only)
 
2014/2015 
 
Mathematics and Statistics for Economists (Paper 3)
 
Theory and Practice of Econometrics (Paper 3)
 
2013/2014
 

International Finance (Slides - available to participants only)

  • Introduction to Global Financial System
  • The US 'Exorbitant Privilege'
  • The 'Original Sin'
  • National and International Money
  • International Monetary Fund
  • Macroeconomic Interdependence and the Policy Trilemma
  • Interdependence and Contagion
    • Macroeconomic Interdependence
    • Contagion of Currency Crises
  • Capital Flows
    • Theory
    • Empirics
  • Summary
Introduction to World Trade Organisation (Slides - available to participants only)
 
  • World Trade Organisation (WTO)
  • Basic Facts of the GATT and WTO
  • Regulation of Trade
  • Some Trade Theory

Econometric Methods

(MPhil Economics & MPhil Economic Research & MPhil Finance and Economics)
Mathematics and Statistics for Economists (Paper 3)
Submit your scripts at least 24 hours before supervision. 


2012/2013
 
No teaching for this academic year. I am based at Kiel Institute for the World Economy.

2011/2012
 
International Trade Theory and Policy (Paper I)
Mathematics and Statistics for Economists (Paper 3)
  
National Student Academy (NSA) - Economics Section
 
2010/2011
 
Mathematics and Statistics for Economists (Paper 3)
International Trade Theory and Policy (Paper I)

BONUS