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Modules

Time Series Econometrics and Forecasting

Module code: ECOM186

Credits: 15.0
Semester: SEM1

Contact: Prof Haroon Mumtaz

Building on the methods and approaches of contemporary applied econometric data analysis developed in Quantitative Methods in Policy Applications, the Time Series Econometrics and Forecasting module will equip students with applied statistical techniques for empirical analysis and forecasting of time series in macroeconomics. The module will introduce advanced econometric techniques that are used both in the applied literature and in professional analysis of economic and financial time series data.

Connected course(s): UDF DATA
Assessment: 60.0% Coursework, 40.0% Examination
Level: 7

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