EMET8010 Applied Macro and Financial Econometrics
| Offered By | Research School of Economics General |
|---|---|
| Academic Career | Graduate Coursework |
| Course Subject | Econometrics |
| Offered in | Second Semester, 2013 and Second Semester, 2014 |
| Unit Value | 6 units |
| Course Description |
This course will examine modern applied research on macroeconomic and financial issues. The main objective is to allow students to understand, critically appraise and replicate applied work on macroeconomic and financial topics. |
| Indicative Assessment |
Assignments (30%), a mid term (20%) and a final examination (50%).
The assignments for EMET8010 require the use of MATLAB. Assignments for EMET3008 require no programming. |
| Course Classification(s) | AdvancedAdvanced courses are designed for students having reached 'first degree' level of assumed knowledge, which provide a deep understanding of contemporary issues; or 'second degree' and higher levels of knowledge; or for transition to research training programs. |
| Areas of Interest | Econometrics |
| Prescribed Texts |
Primarily, the reading material will comprise the journal research papers listed on the reading list. Although pitched at a slightly higher level than EMET3008 and EMET8010, the following text is helpful to dip into: Canova, F. (2007) Methods for Applied Macroeconomic Research, Princeton. Other helpful background books include: Enders, W. Applied Econometric Time Series, Wiley, 1995. Hamilton, J.D., Time Series Analysis, Princeton, 1994. Verbeek, M., A Gide to Modern Econometrics, Wiley, 2008. |
| Programs | Graduate Diploma in Economics, Graduate Diploma in Economics, Graduate Diploma in Applied Economics, Graduate Diploma in Economic Policy, Graduate Diploma in Economic Policy, Master of Economics, Master of Economics, Master of Applied Economics, Master of Applied Economics, Master of Applied Economics, Master of Applied Economics, Master of Economic Policy, Master of Economic Policy, Master of International and Development Economics, Master of International and Development Economics, Master of Environmental and Resource Economics, and Master of Environmental and Resource Economics |
| Academic Contact | Research School of Economics |
The information published on the Study at ANU 2013 website applies to the 2013 academic year only. All information provided on this website replaces the information contained in the Study at ANU 2012 website.
