Course level

Undergraduate

Faculty

Business, Economics & Law

School

Economics School

Units

2

Duration

One Semester

Class contact

2 Lecture hours, 2 Tutorial hours

Incompatible

ECON3300

Prerequisite

ECON2300 + (ECON2020 or ECON2021 or FINM2401 or FINM2411)

Course coordinator

Dr Krishna Iyer

Current course offerings

Course offerings Location Mode Course Profile
Semester 1, 2018 St Lucia Internal Course Profile

Please Note: Course profiles marked as not available may still be in development.

Course description

The purpose of the course is to offer advanced students in finance and economics an understanding of the econometric tools that apply to financial and macroeconomics data. The approach is from an applied perspective. Lectures will introduce specific financial and macroeconomic models and the techniques required to estimate/predict/forecast with the model. The course will make use of a suitable econometric package for purposes of analysing of the data. Core content includes: statistical characteristics of time series data; capital asset pricing models; cointegrated models; volatility and volatility models; models of price changes. Skills and Perspective provided by applications to: stock prices, derivatives, exchange rates, interest rates, high-frequency data analysis, market microstructure.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2017 St Lucia Internal Course Profile
Semester 1, 2016 St Lucia Internal Course Profile
Semester 2, 2016 St Lucia Internal Course Profile
Semester 1, 2015 St Lucia Internal Course Profile
Semester 2, 2015 St Lucia Internal Course Profile
Semester 1, 2014 St Lucia Internal Course Profile
Semester 1, 2013 St Lucia Internal Course Profile
Semester 1, 2012 St Lucia Internal Course Profile
Semester 2, 2011 St Lucia Internal Course Profile
Semester 2, 2010 St Lucia Internal Course Profile
Semester 2, 2009 St Lucia Internal Course Profile