ECON3003 - Econometrics for Macroeconomics and Finance

Term 2



Aims:

The main aim of this module is to develop the knowledge of econometric techniques that are useful in the analysis of financial markets and macroeconomic phenomena.

Objectives:

The module will cover mainly time series techniques and their applications to the study of macroeconomics and finance. While the details of the econometric techniques will be discussed extensively, especially in the first part of the module, the core and focus is on the applications of these techniques to the study of actual data from financial markets and for various macroeconomic variables.

Taught by:
Dennis Kristensen
Assessment: 20 hours of lectures, 8 compulsory tutorial classes / lab sessions and 4 problem sets. There will be a 2-hour unseen written examination in Term 3.
Suitable for:
3rd year Economics (L100) and Econ/Stats (LG13) students.
Prerequisites: Students must have taken ECON2007: Quantitative Economics and Econometrics in the previous year.
Moodle page:
ECON3003