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|
|23A (HAM)||A Trimester : 27 Feb 2023 - 25 Jun 2023||Hamilton|
|ECONS528-23A (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.0.29||Feb 27 - Jun 4|
NB:There may be other timetabled events for this paper such as tutorials or workshops.
Visit the online timetable for ECONS528 for more details
Indicative Fees for Econometric Topics: Macroeconomics and Finance (ECONS528)
The following 2022 paper outlines are available for ECONS528. Please contact the Faculty or School office for details on 2023 outlines.
Other available years: 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 : 25 November 2022 2:42pm
Indicative fees current as of : 1 December 2022 4:32am