Applied Econometrics for Macroeconomics and Finance (ECON7350)
Information valid for Semester 1, 2016
Course level
Postgraduate Coursework
Faculty
School
Economics School
Units
2
Duration
One Semester
Delivery mode
Internal
Class hours
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 enquiries
Current course offerings
| Course offerings | Location | Mode | Course Profile |
| Semester 1, 2025 (24/02/2025 - 21/06/2025) | 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.
