1. Handbook
  2. Search

168 results found with 2 filters applied

of 9
  • MacroeconomicsECON90003

    Offered:Semester 1Year:2018

    This is an advanced course in macroeconomic theory, with the intention of introducing students to frontier techniques. Topics may include: techniques of dynamic optimization, dynamic optimization theory, economic growth, optimal taxation, unemployment, and money.

  • Financial EconometricsECOM90011

    Offered:Semester 2Year:2018

    Features of financial data require specific methods of analysis. Basic econometric tools are presented for the analysis of data such as stock exchange returns, exchange rates, bonds prices, etc. Applications of econometric models in finance include option pricing, extreme values and value at risk...

  • Modelling the Australian MacroeconomyECOM90012

    Offered:Semester 2Year:2018

    This subject examines the use of macroeconomic models in economic policy analysis. The overall aim of the course is to discuss system approaches to estimating the macro-economy.  Special attention will be paid to the SVAR and DSGE approaches and the relationship between them.  The course will als...

  • Econometrics 3ECOM40006

    Offered:Semester 1Year:2018

    This subject introduces appropriate estimation and inference techniques for models that involve a single equation and those involving systems of equations. Normally topics will include asymtotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimat...

  • Development EconomicsECON40012

    Offered:Semester 2Year:2018

    The subject will cover development economics. The topics covered may include economic growth theory including models in which growth is endogenous, measurement of poverty and inequality, tests of the efficiency of labour and credit markets, consumption smoothing, micro-credit schemes and demograp...

  • International TradeECON40003

    Offered:Semester 2Year:2018

    Topics include determinants of the patterns of trade and the gains from trade; the analytics of the instruments of trade policy under different market structures; the political economy of trade policy; the economics of preferential trade agreements; and the role of the World Trade Organisation.

  • Financial EconometricsECOM40004

    Offered:Semester 2Year:2018

    Features of financial data require specific methods of analysis. Basic econometric tools are presented for the analysis of data such as stock exchange returns, exchange rates, bonds prices, etc. Applications of econometric models in finance include option pricing, extreme values and value at risk...

  • Advanced Econometric TechniquesECOM90005

    Offered:Semester 1Year:2018

    This course is designed to introduce you to the mathematical underpinnings of the main tools used in empirical economics. Special emphasis will be given to three topics: models of probability, methods of estimation, and methods of inference. Simple mathematical analysis, in particular both differ...

  • Public EconomicsECON90027

    Offered:Semester 2Year:2018

    The general problems associated with the role of the state in the economy. Topics will be chosen from the theory of the state; the role of government in promoting economic growth; collective choice mechanisms; the economic analysis of bureaucracy; public goods; social insurance; national debt; an...

  • Labour EconomicsECON90013

    Offered:Semester 2Year:2018

    This is an advanced subject in labour economics. Topics to be covered will include: Overview of labour market outcomes in Australia; Labour supply (including labour force participation, hours of work, and the effects of public policy); Labour demand; Human capital; Labour market discrimination; U...

  • Advanced Studies in Econometrics 1ECOM90018

    Offered:Semester 1Year:2018

    The substantive content of the Advanced Studies subject will include current research projects being conducted by Faculty staff and/or visiting scholars. Alongside the Economics Thesis Workshop, which enhances the preparation of the student’s research project, Advanced Studies will provide gradu...

  • Advanced Studies in Economics 2ECON90065

    Offered:Semester 2Year:2018

    The substantive content of the Special Topics subject will include current research projects being conducted by Faculty staff and/or visiting scholars. Alongside the Economics Thesis Workshop, which enhances the preparation of the student’s research project, Special Topics will provide graduate-...

  • Advanced Studies in Economics 1ECON90064

    Offered:Semester 1Year:2018

    The substantive content of the Advanced Studies subject will include current research projects being conducted by Faculty staff and/or visiting scholars. Alongside the Economics Thesis Workshop, which enhances the preparation of the student’s research project, Advanced Studies will provide gradu...

  • Special Reading Topics in EconomicsECON90052

    Offered:Semester 1Year:2018

    A subject of advanced study of topics in economics drawing on recently published articles or books and on-going research of staff and visitors. Details of specific topics to be covered each year will be provided to students a month before the beginning of the semester in which the subject is taug...

  • Mathematics of Finance IIIACTL90003

    Offered:Semester 1Year:2018

    The binomial model; risk-neutral pricing of derivative securities; introduction to Ito's formula and SDEs; stochastic asset models; Black-Scholes model; arbitrage and hedging; interest-rate models; actuarial applications.

  • Time Series Analysis and ForecastingECOM90004

    Offered:Semester 2Year:2018

    Normally topics will include current techniques used in forecasting in finance, accounting and economics such as regression models, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, cointegration and forecast evaluation, ARCH models. The computer software used is EVIEWS.

  • Development EconomicsECON90023

    Offered:Semester 2Year:2018

    The subject will cover development economics. The topics covered may include: economic growth theory, including models in which growth is endogenous; measurement of poverty and inequality; tests of the efficiency of labour and credit markets; consumption smoothing; micro-credit schemes; and demog...

  • Labour EconomicsECON40008

    Offered:Semester 2Year:2018

    This is an advanced subject in labour economics. Topics to be covered will include: overview of labour market outcomes in Australia; labour supply (including labour force participation, hours of work, and the effects of public policy); labour demand; human capital; labour market discrimination; u...

  • Quantitative Analysis of Finance IIECON90010

    Offered:Semester 1, Semester 2Year:2018

    The subject will focus on estimating and testing nonlinear models in finance including volatility models, artificial neural networks, factor models of contagion and discrete models of financial behaviour. Special attention will be given to applications in option markets (implied volatility and sm...

  • Quantitative Methods for BusinessECOM90009

    Offered:Semester 1, Semester 2Year:2018

    The subject introduces students without a strong mathematical background to some of the methods used to collect, present and analyse data and to provide illustrative applications to decision problems faced by business managers. Topics will be chosen from: sources of data; sampling and collection ...