A method of measuring the thickness of a coating on a coated continuous web that comprises the steps of: (a) developing an analytical model of the coated continuous web having one or more coating layers and a substrate layer wherein the model expresses the transmission of an electromagnetic field through the coated continuous web as a function of (i) the thickness of each coating layer, (ii) the thickness of the substrate layer, (iii) the refractive indices of each coating layer and of the substrate which values are initially assigned, and (iv) angle of incidence of terahertz radiation onto the coated continuous web; (b) establishing a sample measurement for a coated continuous web sample by employing a time-domain terahertz spectroscopy apparatus that includes an emitter that generates pulses of radiation and a detector that receives pulses of radiation, which comprises the steps of: (i) positioning a beam splitter along an optical path between the emitter and the detector to form reference radiation pulses and sample radiation pulses that are directed to the sample and the reference radiation pulses do not interact with the sample; (ii) positioning a first mirror to reflect sample radiation pulses to the detector; and (iii) positioning a second mirror to reflect reference radiation pulses to the detector and using the reflected radiation pulses to monitor fluctuations in phase and amplitude of the reference radiation pulses; (c) establishing a reference measurement for the coated continuous web sample with the time-domain spectroscopy by executing steps (b)(i), (b)(ii) and (b)(iii) without placement of any sample for measurement; and (d) comparing the sample measurement to the reference measurement and iteratively assigning values for the thickness of the coating and the thickness of the substrate layers based on the model defined in step (a) so as to achieve a best-fit relationship between the sample measurement and the reference measurement to thereby determine the thickness of the coating which has a different refractive index to that of the substrate layer which is adjacent thereto. (a) developing an analytical model of the coated continuous web having one or more coating layers and a substrate layer wherein the model expresses the transmission of an electromagnetic field through the coated continuous web as a function of (i) the thickness of each coating layer, (ii) the thickness of the substrate layer, (iii) the refractive indices of each coating layer and of the substrate which values are initially assigned, and (iv) angle of incidence of terahertz radiation onto the coated continuous web; (b) establishing a sample measurement for a coated continuous web sample by employing a time-domain terahertz spectroscopy apparatus that includes an emitter that generates pulses of radiation and a detector that receives pulses of radiation, which comprises the steps of: (i) positioning a beam splitter along an optical path between the emitter and the detector to form reference radiation pulses and sample radiation pulses that are directed to the sample and the reference radiation pulses do not interact with the sample; (ii) positioning a first mirror to reflect sample radiation pulses to the detector; and (iii) positioning a second mirror to reflect reference radiation pulses to the detector and using the reflected radiation pulses to monitor fluctuations in phase and amplitude of the reference radiation pulses; (i) positioning a beam splitter along an optical path between the emitter and the detector to form reference radiation pulses and sample radiation pulses that are directed to the sample and the reference radiation pulses do not interact with the sample; (ii) positioning a first mirror to reflect sample radiation pulses to the detector; and (iii) positioning a second mirror to reflect reference radiation pulses to the detector and using the reflected radiation pulses to monitor fluctuations in phase and amplitude of the reference radiation pulses; (c) establishing a reference measurement for the coated continuous web sample with the time-domain spectroscopy by executing steps (b)(i), (b)(ii) and (b)(iii) without placement of any sample for measurement; and (d) comparing the sample measurement to the reference measurement and iteratively assigning values for the thickness of the coating and the thickness of the substrate layers based on the model defined in step (a) so as to achieve a best-fit relationship between the sample measurement and the reference measurement to thereby determine the thickness of the coating which has a different refractive index to that of the substrate layer which is adjacent thereto.