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Applied econometrics ( 6 points, SCA Band 2, 0.125 EFTSL)

Undergraduate, Postgraduate

Leader: Professor Keith McLaren and Dr Xueyan Zhao

Clayton First semester 2006 (Day)

Synopsis: A critical review of recent empirical work in econometrics. Topics covered may include the estimation of systems of demand equations, multivariate vector autoregressions, vector error correction models, impulse response analysis, balanced regressions, unit roots and structural breaks, fractional cointegration and Bayesian estimation of time series models.

Assessment: Written (2 assignments): 40% + Examination (3 hours): 60%

Contact Hours: Two 1.5-hour lectures per week