course-details-portlet

SØK8012

Empirical Methods for Macroeconomics and Finance

New from the academic year 2011/2012

Credits 7.5
Level Doctoral degree level
Course start Autumn 2011
Duration 1 semester
Language of instruction English
Examination arrangement Assignment

About

About the course

Learning outcome

Recent events in macroeconomics and finance has showed the need for a focused research on the role of risk and non-linearity in economic modelling. The course will cover methods for analysis of financial time series, GARCH and volatility modeling, nonlinear time series analysis and cointegration modeling with applications to models of macroeconomics and finance. The course will cover theory, programming and applications.

Subject areas

  • Social Sciences
  • Economics

Contact information

Course coordinator

Department with academic responsibility

Department of Economics

Examination

Examination

Examination arrangement: Assignment
Grade: Letters

Ordinary examination - Autumn 2011

Oppgave
Weighting 100/100

All about examinations at NTNU