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
Academic unit | Economics |
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Credit points | 6 |
Prerequisites
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Minimum of ((65% in ECOS2902) or (75% in ECOS2002)) and minimum of 65% in (ECMT2130 or ECMT2150 or ECMT2950 or ECMT2160) |
Corequisites
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None |
Prohibitions
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None |
Assumed knowledge
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None |
Available to study abroad and exchange students | Yes |
Teaching staff
Coordinator | Luke Hartigan, luke.hartigan@sydney.edu.au |
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