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Unit of study_

ECOS3904: Applied Macroeconometrics

This unit introduces econometric theory and methods that are useful for understanding applied models and research in macroeconomics and finance. It also aims to provide students with the necessary analytical tools for undertaking applied research using time series data and discusses how time series techniques can be applied to other areas of economics such as international trade, energy economics, economics of terrorism. This unit can be both complementary to and substitutive for ECOS3903 Applied Microeconometrics.

Code ECOS3904
Academic unit Economics
Credit points 6
Prerequisites:
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A minimum of ((65% in ECOS2902) or (75% in ECOS2002)) and 65% in (ECMT2130 or ECMT2150 or ECMT2950 or ECMT2160)
Corequisites:
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None
Prohibitions:
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None

At the completion of this unit, you should be able to:

  • LO1. describe and summarise economic time series data using appropriate statistical tools;
  • LO2. master the most widely-used and useful econometric methods for quantifying knowledge about the underlying structure of the macroeconomy, and understand the practical challenges in implementing these methods;
  • LO3. use MATLAB proficiently for a range of macroeconometric analysis;
  • LO4. critically evaluate applied macroeconometric research, and understand some of the problems and solutions that arise in applied work.