Course level

Postgraduate Coursework

Faculty

Business, Economics & Law

School

Economics School

Units

2

Duration

One Semester

Class contact

2 Lecture hours, 1 Tutorial hour

Incompatible

ECON3300 or ECON3350

Prerequisite

(ECON7310+(ECON7020 or 7021) or (ECON7310+ECON7002+(FINM7401 or BSFN7401 or COMM7501)); or (ECON2300+ECON2020) or (ECON2300 + ECON1020 + (FINM2401 or COMM2501 or BSFN2401))

Course coordinator

Dr E. Eisenstat

Current course offerings

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

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

Course description

Econometric tools that apply to financial and macroeconomics data. Core content includes: characteristics of time series data; capital asset pricing models; co-integrated models; volatility models; models of price changes. Applications include models of stock prices, derivatives, exchange rates, interest rates.

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
Semester 2, 2008 St Lucia Internal Course Profile