Econometric Topics: Macroeconomics and Finance

This paper is not offered for 2018



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

ECON504 and ECON528

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.

Additional information

  • Paper details current as of 31 May 2024 20:27pm
  • Indicative fees current as of 7 Jul 2024 01:20am