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.
|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|
|24A (HAM)||A Trimester : 26 Feb 2024 - 23 Jun 2024||Hamilton|
|ECONS528-24A (HAM) is offered in FLEXI mode. For those taking the paper online, please note there are some elements that require students to be online at specified times.|
Timetabled Lectures for Econometric Topics: Macroeconomics and Finance (ECONS528)
|Tue||11:00 AM||1:00 PM||MSB.0.27||Feb 26 - Jun 2|
NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for ECONS528 for more details
Fees for 2024 are not yet available.
The following 2023 paper outlines are available for ECONS528. Please contact the Faculty or School office for details on 2024 outlines.
Other available years: Econometric Topics: Macroeconomics and Finance - ECONS528 (2023) , Econometric Topics: Macroeconomics and Finance - ECONS528 (2022) , 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 : 22 September 2023 8:09pm
Indicative fees current as of : 23 September 2023 4:30am