3822 - Master of Applied Econometrics
This course entry should be read in conjunction with information provided in the Faculty information section of this Handbook by the managing faculty for this course
| Abbreviated title | MAppEcmets |
|---|---|
| CRICOS Code | 053188M |
| Managing faculty | Business and Economics |
| Study location and mode | On-campus (Caulfield) |
| Total credit points required | 72 |
| Duration (years) | 1.5 years FT, 3 years PT |
| Postgraduate research component* | The course has a mandatory research component comprising either 16 per cent or 33 per cent of the total course, depending on the option selected. |
| Contact details | Monash Graduate School of Business, telephone +61 3 9903 1400, fax +61 3 9903 2890, email gsb@buseco.monash.edu.au |
| Course coordinator | Professor Param Silvapulle |
Description
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.
Structure
The course structure has two main components:
- a set of core units in econometrics
- a research component.
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 one of the following options (36 points):
Option 1
(i.) ETF5555 Minor thesis (24 points)
(ii.) two elective units (12 points) at graduate-level, 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) at graduate-level 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.
Progression to further studies
Alternative exit(s)
Students wishing to exit the Master of Applied Econometrics early may apply to graduate with one of the following, provided they have satisfied the requirements for that award:
- Graduate Certificate in Business after successful completion of 24 points of study
- Graduate Diploma in Applied Econometrics after successful completion of 48 points of study.
Award(s) received on completion