Instructor: University of Texas at Austin
ECO 394L: Macroeconomic Theory
Graduate | Fall 2024, Fall 2025
This course offers a comprehensive introduction to modern macroeconomic modeling, with an emphasis on constructing, simulating, and analyzing policy within dynamic frameworks. Tracing the evolution of macroeconomic models over the past four decades, we explore how the core structure of Real Business Cycle (RBC) models, enhanced with nominal rigidities and frictions, forms the foundation of New Keynesian Dynamic Stochastic General Equilibrium (DSGE) models. Students will learn to set up, calibrate, and simulate these models using Dynare in Matlab, starting with a basic Neoclassical Growth Model and progressing through closed- and open-economy RBC and NK models. The course also delves into optimal monetary policy, and extends the standard framework by incorporating bounded rationality, thereby addressing the implications of cognitive frictions for macroeconomic dynamics.
ECO 395M: Advance Time-Series Econometrics
Graduate | Spring 2024, Spring 2025
This course provides an in-depth exploration of advanced econometric techniques designed for time series analysis, with applications in macroeconomics and finance. Emphasizing the unique features of time series data, the course equips students with tools to model economic dynamics and volatility, address non-stationarity, and conduct meaningful policy analysis. Topics covered include ARMA and distributed lag models, ARCH/GARCH models, unit root testing, forecasting methods, VARs and impulse response functions, local projections, state-space modeling, Kalman filtering, and Bayesian estimation of DSGE models. Through hands-on implementation and real-world applications, students will learn to estimate, interpret, and apply time series models to answer pressing economic questions related to monetary and fiscal policy.
ECO 348K: Time-Series Econometrics
Undergraduate | Spring 2024, Fall 2025, Spring 2025
This course offers a comprehensive introduction to time series models, equipping students with the theoretical foundations and practical skills needed for economic and financial analysis. Beginning with basic time series properties, the course progresses to advanced topics such as ARCH models, cointegration, error correction models, structural breaks, spectral analysis, and non-linear and state-space frameworks. Emphasizing both conceptual understanding and empirical application, students will gain hands-on experience in model estimation, hypothesis testing, and forecasting. By the end of the course, they will be well-prepared to apply advanced econometric techniques to complex time series data in both academic and policy-oriented settings.
Instructor: Short Courses
CIMS Summer School | University of Surrey
PhD | 2021, 2023
This five-day foundations course is aimed at early-stage researchers familiar with RBC or DSGE models but new to Dynare. Starting with the basics of Dynare in Matlab, the course builds a closed-economy New Keynesian DSGE model, covers Bayesian estimation, and concludes with applications to optimal policy and open-economy extensions.
Open Economy DSGE Modelling | CITY, University of London
PhD | 2023
This three-day course offers an introduction to DSGE modeling for MSc, MRES, PhD students, and researchers in academia, central banks, and policy institutions. Focusing on open and emerging economies, it covers the construction, calibration, and estimation of DSGE models using Dynare, assuming basic knowledge of Matlab and dynamic optimization. The course progresses from closed-economy RBC and New Keynesian models to open-economy frameworks with emerging market features, including a behavioral alternative to rational expectations. Practical applications include policy analysis with monetary and foreign exchange intervention tools.
Teaching Assistant: University of Surrey
ECOM047: Advanced Macroeconomics
Graduate | Spring 2022
ECO2046: Intermediate Macroeconomics-II
Undergraduate | Spring 2022
ECOM057: Foundations of Macroeconomics
Graduate | Fall 2021
ECO1019: Principles of Macroeconomics
Undergraduate | Fall 2020
ECO1005: Mathematics for Economics
Undergraduate | Fall 2020
ECO1020: Statistics for Economics
Undergraduate | Spring 2021
Instructor: University of Delhi
Mathematical Economics
Undergraduate | Fall 2015-19
Statistics for Economics
Undergraduate | Spring 2015-19
Macroeconomics
Undergraduate | Fall 2015-19