The course covers empirical and theoretical tools of applied macroeconomics. With an emphasis on implementation, computation, and applications, we will discuss the following topics: time-series methods, vector autoregressions with different identification schemes, state-space models and filtering, the solution to and estimation of dynamic stochastic general equilibrium models, numerical dynamic programming, and heterogeneous agent models, if time allows. By learning the advanced methods for quantitative macroeconomic research and their applications, students can understand macroeconomic research at the frontier better. It will also help students develop their research ideas and find proper methodological approaches to the questions.