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 Statistics and Econometrics courses within a brand-new BSc Quantitative Economics program, PhD-level short course on Econometrics (causal inference). I used to teach a Master-level courses in Econometric Analysis and Global Economy: Theories and Applications, all delivered at 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.

2020/2021

PhD Econometrics (Economic Modelling), Part I. Jointly at KTU and Vilnius University

  • Lecture materials on Moodle

BSc Quantitative Economics, Course on Econometric Theory and Practice . Vilnius University

  • Syllabus

  • Lecture materials on MS Teams

BSc Quantitative Economics, Course on Statistical Theory. Vilnius University

  • Materials on MS Teams

2019/2020

PhD Econometrics (Economic Modelling), Part I. Jointly at KTU and Vilnius University

BSc Quantitative Economics, Course on Econometric Theory and Practice . Vilnius University

    • Syllabus

    • Lecture materials on Moodle and MS Teams

BSc Quantitative Economics, Course on Statistical Theory. Vilnius University

  • Syllabus

  • Lecture Notes (available on Moodle)

  • Problem Set I (available on Moodle)

  • Problem Set II (available on Moodle)

  • Problem Set III (available on Moodle)

  • Problem Set IV (available on Moodle)

  • Other Materials (Special Problem Sets, Statistical Tables, Mock Exams, Texts) available on Moodle

2018/2019

PhD Econometrics (Economic Modelling), Part I. Jointly at KTU and Vilnius University

BSc Quantitative Economics, Course on Statistical Theory. Vilnius University

  • Syllabus

  • Lecture Notes (available on Moodle)

  • Problem Set I (available on Moodle)

  • Problem Set II (available on Moodle)

  • Problem Set III (available on Moodle)

  • Problem Set IV (available on Moodle)

  • Other Materials (Special Problem Sets, Statistical Tables, Mock Exams, Texts) available on Moodle

2017/2018

PhD Course in Research Methods, a part on Econometric Modelling (Autumn Semester). Vilnius University

    • 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). Vilnius University

MSc/MA Course in Econometric Analysis (Spring Semester). Vilnius University

PhD Course in Research Methods, a part on Econometric Modelling (Autumn Semester). Vilnius University

  • 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. University of Cambridge

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

Theory and Practice of Econometrics (Paper 3). University of Cambridge

Summer 2014/2015

Introduction to the Theory and Practice of Global Macroeconomic Modelling. Bank of Lithuania (guest lecturer)

(Bank of Lithuania)

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 (I and II), 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)

(Cambridge Summer Institute)

2014/2015

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

Theory and Practice of Econometrics (Paper 3). University of Cambridge

2013/2014

International Finance (Slides - available to participants only)

(Cambridge Summer Institute)

  • 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)

(Cambridge Summer Institute)

  • World Trade Organisation (WTO)

  • Basic Facts of the GATT and WTO

  • Regulation of Trade

  • Some Trade Theory

Econometric Methods. University of Cambridge

(MPhil Economics & MPhil Economic Research & MPhil Finance and Economics)

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

Submit your scripts at least 24 hours before supervision.

Theory and Practice of Econometrics (Paper 3). University of Cambridge

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). University of Cambridge

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

National Student Academy (NSA) - Economics Section. Palanga

2010/2011

Mathematics and Statistics for Economists (Paper 3). University of Cambridge

International Trade Theory and Policy (Paper I). University of Cambridge