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Monash University

Master of Applied Econometrics

Course code: 3822 ~ Course abbreviation: MAppEconometrics ~ Total credit points required: 72 ~ 1.5 years full-time, 3 years part-time ~ Managing faculty: Business and Economics

Study mode and course location

On-campus (Caulfield)

    Course description

This course offers a wide breadth of knowledge and provides the quantitative skills and expertise required to carry out regression analysis, forecasting and financial market analysis. Students acquire the skills to take responsibility for designing and implementing applied econometric projects and the ability to communicate the results to wider audiences. These skills are extremely attractive to the business and finance community.

Course objectives

The learning goals associated with this course are to: understand regression analysis, forecasting, time series analysis and practical and theoretical econometrics; develop skills in analysing data and drawing conclusions about the future of public or private institutions; develop the capacity to assess strength and weaknesses of econometric techniques and their role in applied econometric analysis; develop skills and attitudes to take responsibility for designing and implementing applied econometric projects, participating effectively in a team and communicating the outcome to wider audiences; extend skills to undertake an independent major research project that contributes to the knowledge of the subject, developing communication skills through an oral presentation about the research and write-up of the results, and providing a base to undertake higher degree research programs.

    Course structure

Students must complete a range of core units in Econometrics, a research component, and some elective units.

Course requirements

(a) Students must complete six units (36 points) from the following list:

  • ETC5351 Modelling in finance and insurance
  • ETC5420 Microeconometrics
  • ETC5460 Financial econometrics 2
  • ETF5000 Special reading unit 1
  • ETF5010 Special reading unit 2
  • ETF5200 Applied econometrics
  • ETF5231 Business forecasting
  • ETF5300 Applied financial econometrics
  • ETF5400 Special topics in econometrics 1
  • ETF5410 Special topics in econometrics 2
  • ETF5480 Optimisation for managers
  • ETF5500 Survey data analysis
  • ETF5600 Quantitative models for business research
  • ETF9121 Data analysis in business
  • ETF9200 Econometric analysis in business
  • ETF9300 Financial econometrics
  • ETF9350 Econometrics for financial markets
  • ETF9480 Business modelling
  • ETF9700 Mathematics for business
  • ETX5440 Econometric theory
  • ETX5443 Quantitative economic policy
  • ETX9344 Introductory econometrics
  • ETX9520 Quantitative methods for risk analysis

(b) Students must complete six units (36 points) as follows:

Option 1

(i) ETF5555 Minor thesis (24 points)

(ii) two elective units (12 points) from 9000-level or 5000-level graduate units subject to the following conditions:

  • a maximum of two elective units (12 points) may be taken from other faculties

Option 2

(i) ETF5550 Research project (12 points)

(ii) four elective units (24 points) from 9000-level or 5000-level graduate units subject to the following conditions:

  • a maximum of two elective units (12 points) may be taken from other faculties

Additional degree requirements:

  • students must study a minimum of four 5000-level units

    Contact details

Department of Econometrics and Business Statistics: telephone +61 3 9903 2559; email: enquiries.ebs@buseco.monash.edu.au

Course coordinator

Professor Param Silvapulle