Useful links
Unit of study_
ECOS3904: Applied Macroeconometrics
2024 unit information
This unit provides an overview of time series econometrics as applied in macroeconomics and finance. Topics include data transformations, linear models (univariate and multivariate), forecasting and evaluation, as well as methods for dealing with structural breaks and outliers. We also discuss how policy makers use the methods covered in the unit to help inform policy decisions. The unit will equip students with the necessary analytical skills for undertaking and critiquing applied research using time series techniques.
Unit details and rules
Managing faculty or University school:
Economics
| Code | ECOS3904 |
|---|---|
| Academic unit | Economics |
| Credit points | 6 |
|
Prerequisites:
?
|
Minimum of ((65% in ECOS2902) or (75% in ECOS2002)) and minimum of 65% in (ECMT2130 or ECMT2150 or ECMT2950 or ECMT2160) |
|---|---|
|
Corequisites:
?
|
None |
| Prohibitions:
?
|
None |
| Assumed knowledge:
?
|
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 statistical software for a range of macroeconometric analyses;
- LO4. critically evaluate applied macroeconometric research, and understand some of the problems and solutions that arise in applied work.
Unit availability
This section lists the session, attendance modes and locations the unit is available in. There is a unit outline for each of the unit availabilities, which gives you information about the unit including assessment details and a schedule of weekly activities.
The outline is published 2 weeks before the first day of teaching. You can look at previous outlines for a guide to the details of a unit.
| Session | MoA ? | Location | Outline ? |
|---|---|---|---|
|
Semester 2 2024
|
Normal day | Camperdown/Darlington, Sydney |
Outline unavailable
|
Modes of attendance (MoA)
This refers to the Mode of attendance (MoA) for the unit as it appears when you’re selecting your units in Sydney Student. Find more information about modes of attendance on our website.
