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Macroeconometrics (ECOM40003)
HonoursPoints: 12.5On Campus (Parkville)
About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
- Timetable(opens in new window)
Contact information
Semester 1
Overview
Availability | Semester 1 |
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Fees | Look up fees |
This subject provides an advanced discussion of the main techniques used in macroeconometric analysis. The topics covered in this course will be selected from the following broad areas: (1) Univariate analysis of stationary and non stationary series including ARIMA possesses, unobserved components models, business cycle turning point extraction, regime switching and time varying volatility. (2) Estimation of single equation models with a focus on Euler equations that emerge via optimisation. (3) Estimating multiple equation models including reduced form and structural VARs and factor models. In covering these topics the course will focus on developing the skills to undertake rigorous applied macroeconometric research. Particular attention will be paid to the issues that arise when the time series being studied is non-stationary. Successful completion of the course will require use of the computer language GAUSS.
Intended learning outcomes
Information not available.
Generic skills
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High level of development: problem solving; statistical reasoning; application of theory to practice; interpretation and analysis; critical thinking; use of computer software; receptiveness to alternative ideas.
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Moderate level of development: oral communication; written communication; collaborative learning; team work; synthesis of data and other information; evaluation of data and other information; accessing data and other information from a range of sources.
Last updated: 3 November 2022
Eligibility and requirements
Prerequisites
Admission into BH-COM or BH-ARTS (Economics) and
Code | Name | Teaching period | Credit Points |
---|---|---|---|
ECOM40006 | Econometrics 3 | Semester 1 (On Campus - Parkville) |
12.5 |
Corequisites
None
Non-allowed subjects
Students may not gain credit for both
Code | Name | Teaching period | Credit Points |
---|---|---|---|
ECOM40003 | Macroeconometrics | Semester 1 (On Campus - Parkville) |
12.5 |
Code | Name | Teaching period | Credit Points |
---|---|---|---|
ECOM90007 | Macroeconometrics | Semester 1 (On Campus - Parkville) |
12.5 |
Recommended background knowledge
Please refer to Prerequisites and Corequisites.
Inherent requirements (core participation requirements)
The University of Melbourne is committed to providing students with reasonable adjustments to assessment and participation under the Disability Standards for Education (2005), and the Assessment and Results Policy (MPF1326). Students are expected to meet the core participation requirements for their course. These can be viewed under Entry and Participation Requirements for the course outlines in the Handbook.
Further details on how to seek academic adjustments can be found on the Student Equity and Disability Support website: http://services.unimelb.edu.au/student-equity/home
Last updated: 3 November 2022
Assessment
Additional details
Assignments: 40% (3 assignments, equal weight, due in weeks 4, 8, 12)
A 2- hour End of Semester Examination (60%)
Last updated: 3 November 2022
Dates & times
- Semester 1
Principal coordinator Tomasz Wozniak Mode of delivery On Campus (Parkville) Contact hours Total time commitment 170 hours Teaching period 4 March 2019 to 2 June 2019 Last self-enrol date 15 March 2019 Census date 31 March 2019 Last date to withdraw without fail 10 May 2019 Assessment period ends 28 June 2019 Semester 1 contact information
Time commitment details
170 Hours
Last updated: 3 November 2022
Further information
- Texts
Prescribed texts
You will be advised of prescribed texts by your lecturer.
- Available to Study Abroad and/or Study Exchange Students
This subject is available to students studying at the University from eligible overseas institutions on exchange and study abroad. Students are required to satisfy any listed requirements, such as pre- and co-requisites, for enrolment in the subject.
Last updated: 3 November 2022