Applied Econometrics for Macroeconomics and Finance (ECON7350)
Information valid for Semester 1, 2024
Course level
Postgraduate Coursework
Faculty
School
Economics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
Lecture 2 Hours/ Week
Tutorial 2 Hours/ Week
Incompatible
ECON3300 or 3350
Prerequisite
(ECON7310 + (7020 or 7021)) or (ECON7002 + 7310 + (BSFN7401 or COMM7501 or FINM7401)); or (ECON2020 + 2300) or (ECON1020 + 2300 + (BSFN2401 or COMM2501 or FINM2401))
Course enquiries
Prof R. Strachan
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
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.
