ECONS528

Econometric Topics: Macroeconomics and Finance

This paper provides students with theoretical and practical skills in econometrics that should enable them to carry out a wide range of applied analyses involving macroeconomics and finance. The prime focus of this paper is on the application of time-series econometrics. The topics covered include econometric estimation and testing methodologies, unit root testing, cointegration modelling, GARCH modelling, nonlinearities and asymmetries with practical applications to a range of topical macroeconomic topics.

This paper provides students with theoretical and practical skills in econometrics that should enable them to carry out a wide range of applied analyses involving macroeconomics and finance. The prime focus of this paper is on the application of time-series econometrics. The topics covered include econometric estimation and testing methodologies, unit root testing, cointegration modelling, GARCH modelling, nonlinearities and asymmetries with practical applications to a range of topical macroeconomic topics.

Paper Information

Points: 15.0
Prerequisite(s): One of ECONS303, ECON304, ECON404, ECON543, ECONS543 or equivalent.
Internal assessment / examination: 100:0
Restriction(s): ECON504 and ECON528

Trimesters and Locations

Occurrence Code When taught Where taught
22A (HAM)A Trimester : 7 Mar 2022 - 3 Jul 2022 Hamilton

Timetabled Lectures

The Timetable for 2022 is not available.


Indicative Fees

Fees for 2022 are not yet available.


Paper Outlines

The following 2021 paper outlines are available for ECONS528. Please contact the Faculty or School office for details on 2022 outlines.

Additional Information

Available Subjects:  Economics | Finance

Other available years: Econometric Topics: Macroeconomics and Finance - ECONS528 (2021) , Econometric Topics: Macroeconomics and Finance - ECONS528 (2020) , Econometric Topics: Macroeconomics and Finance - ECONS528 (2019)

Paper details current as of : 16 September 2021 6:58pm
Indicative fees current as of : 17 September 2021 4:30am

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