Until the 1970s, there was a consensus in applied macroeconometrics, both regarding the theoretical foundation and the empirical specification of macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in...

This paper provides a discussion of a recently introduced final-year econometrics module designed to capture methodological debates, advances in technology and increased data availability via a structure emphasising the practical nature of econometrics. The justification for the provision of...