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 316-318 Applied Econometric Modelling

Coordinator

Dr J Hirschberg

Prerequisites

316-201 Intermediate Macroeconomics and 316-202 Intermediate Microeconomics. Before taking this subject students must have passed 316-317 Econometrics or have obtained a first or upper-second class honours in 316-316 Basic Econometrics.

Semester

2

Contact

Two 1-hour lectures and a 60 minute tutorial/practice class a week

Subject Description

Modelling dynamic relationships, error-correction models, co-integration. Specification and estimation of expectations. Stability analysis. Temporal aggregation and data interval bias. Quantitative and limited dependent variables. Applications to consumption, demand for money, cost functions, investment, finance, advertising, labour markets. Empirical assignments form an integral part of the subject.

Assessment

A 2-hour examination (60%) and project work of up to 4000 words in total (40%).

Prescribed Texts
  • Berndt E, The Practice of Econometrics. Addison Wesley 1991.
Search : Index : Faculty of Economics and Commerce : Economics
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Status:                   Official 1998
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Authorised by:            Academic Registrar
Email Enquiries:          Course_Information@registrar.unimelb.edu.au