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Department of Mathematics

Financial and Time Series Econometrics (821L1)

Financial and Time Series Econometrics

Module 821L1

Module details for 2023/24.

15 credits

FHEQ Level 7 (Masters)

Module Outline

The primary aim of this module is for students to become familiar with a variety of applied time-series econometric techniques enabling the confident and independent use of these techniques. An important emphasis of the module is to provide students with 'hands-on' experience of econometric analysis through using a variety of economic data sets.

Module learning outcomes

1. Demonstrate a clear understanding of the quantitative techniques used in international financial analysis and know their strengths and weaknesses.

2. Undertake quantitative investigations with appropriate techniques, interpretion of the results and identification of data.

3. Creativity and autonomy in planning and implementing international financial analysis to answer research and policy questions

TypeTimingWeighting
Take Away paperSemester 2 Assessment75.00%
Coursework25.00%
Coursework components. Weighted as shown below.
Computer Based ExamT2 Week 11 (1 hour)100.00%
Timing

Submission deadlines may vary for different types of assignment/groups of students.

Weighting

Coursework components (if listed) total 100% of the overall coursework weighting value.

TermMethodDurationWeek pattern
Spring SemesterLecture2 hours11111111111
Spring SemesterWorkshop2 hours11111111111

How to read the week pattern

The numbers indicate the weeks of the term and how many events take place each week.

Dr Bridget Kauma

Convenor, Assess convenor
/profiles/328013

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