• Offered by Research School of Economics
  • ANU College ANU College of Business and Economics
  • Course subject Econometrics
  • Areas of interest Econometrics
  • Academic career Undergraduate
  • Course convener
    • Dr Sriram Shankar
  • Mode of delivery In Person
  • Co-taught Course EMET8010
  • Offered in Second Semester 2018
    See Future Offerings

This course will examine modern applied research on macroeconomic and financial issues. The main objective is to allow students to understand and critically appraise applied work on macroeconomic and financial topics.

Learning Outcomes

Upon successful completion of the requirements for this course, students will be able to:

 

  •  Select a model and combine from a model space comprising univariate or multivariate 
  • Apply and explain the principles of parsimony and fit;
  • Explain the methodology of Dynamic Stochastic General Equilibrium modelling;
  • Reconcile theory and evidence; and,
  • Conduct hypothesis and diagnostic testing.

 

 

 

 

 

Other Information

See the course outline on the College courses page. Outlines are uploaded as they become available. 

Indicative Assessment

 

There will be two assignments 30%, a mid-term 20% and a final examination 50%.

The assignments for EMET8010 require the use of MATLAB. Assignments for EMET3008 require no programming. The midterm and final examinations will be held according to the published university schedule posted at http://timetable.anu.edu.au/. It is the student's responsibility to keep abreast of any changes to the examination timetable. Final marks for the course will be based on the raw marks allocated for each assignment or examination. However, final marks may not be the same number as produced by that formula, as marks may be scaled. Any scaling applied will preserve the rank order of raw marks and may be either up or down.

 

 

 

 

 

 

The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.

Workload

Four contact hours per week.

Requisite and Incompatibility

To enrol in this course you must have completed EMET2007. Incompatible with EMET8010.

Prescribed Texts

Primarily, the reading material will comprise the journal research papers listed on the reading list. Although pitched at a slightly higher level than EMET3008 and EMET8010, the following text is helpful to dip into:
Canova, F. (2007) Methods for Applied Macroeconomic Research, Princeton.
Other helpful background books include:
Enders, W. Applied Econometric Time Series,Wiley, 1995,
Hamilton, J. D., Time Series Analysis, Princeton, 1994,
Verbeek, M., A Guide to Modern Econometrics, Wiley, 2008.

Majors

Minors

Fees

Tuition fees are for the academic year indicated at the top of the page.  

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
Band 3
Unit value:
6 units

If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees.  Where there is a unit range displayed for this course, not all unit options below may be available.

Units EFTSL
6.00 0.12500
Note: Please note that fee information is for current year only.

Offerings and Dates

The list of offerings for future years is indicative only

Second Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery
7617 23 Jul 2018 30 Jul 2018 31 Aug 2018 26 Oct 2018 In Person

Responsible Officer: Registrar, Student Administration / Page Contact: Website Administrator / Frequently Asked Questions