ECONS528

Time Series Econometrics for Macroeconomics and Finance

2027

15

500

A Trimester

Hamilton

One of ECONS303, ECON304, ECON404, ECON543, ECONS543 or equivalent.

ECON504 and ECON528

This paper equips students with the theoretical and practical econometric skills needed to carry out a wide range of applied analyses in finance and economics. The focus is on the use of time-series data. Topics covered include unit root and co-integration testing, ARIMA modelling, nonlinearities, financial bubble detection, the spillover index approach and the time- and frequency-based spillover approaches, as well as volatility modelling.

Teaching Periods and Locations
27A (HAM)
Paper outline 		A Trimester :
01 Mar 2027 - 27 Jun 2027 		Hamilton 100% internal assessment

If your paper outline is not linked below, try the previous year's version of this paper.

Timetabled lectures

This paper has no scheduled lectures - check for other activities in the online timetable for this paper.

Indicative Fees

    • You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

Domestic
International

You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

You will be sent an enrolment agreement which will confirm your fees. Tuition fees shown are indicative only and may change. There are additional fees and charges related to enrolment - please see the Table of Fees and Charges for more information.

Available subjects

Economics

Finance

Additional information

  • Paper details current as of 26 Jun 2026 01:05am
  • Indicative fees current as of 12 Aug 2026 01:20am