Applied Econometrics for Macroeconomics and Finance (ECON3350)
Information valid for Semester 1, 2021
Course level
Undergraduate
Faculty
School
Economics School
Units
2
Duration
One Semester
Delivery mode
Flexible Delivery
Class hours
2 Lecture hours
2 Tutorial hours
Incompatible
ECON3300
Prerequisite
ECON2300 + (ECON2020 or ECON2021 or FINM2401 or FINM2411 or FINM1415 or FINM2412)
Course enquiries
Current course offerings
Course offerings | Location | Mode | Course Profile |
Semester 1, 2024 (19/02/2024 - 15/06/2024) | St Lucia | In Person | 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.