Skip to content | Change text size

ETF5200 - Applied econometrics

6 points, SCA Band 2, 0.125 EFTSL

Postgraduate Faculty of Business and Economics

Leader: Professor Param Silvapulle and Dr Paul Kim


Caulfield First semester 2007 (Evening)


Presents newly developed econometric methodology in model building and model evaluation in general. Recent literature on assessing business time series properties, non-linear time series models, multiple cointegration, impulse response function and variance decomposition is introduced. Examples in business, economics and finance will be drawn to illustrate the application of techniques covered in this unit.


The learning goals associated with this unit are to:


Two projects: 60%
Examination (2 hours): 40%

Contact hours

One 2-hour lecture and one 1-hour tutorial/practical per week


Students must be enrolled in course codes 3816 or 3822 or must have passed ETF3200, ETF9200 or ETF9300.