course-details-portlet

FIN8608 - Applied time series econometrics

About

Examination arrangement

Examination arrangement: School exam
Grade: Passed / Not Passed

Evaluation Weighting Duration Grade deviation Examination aids
School exam 100/100 4 hours C

Course content

The course deals with how empirical analyzes are performed using time series data, which models and methods are relevant to various issues, and how empirical models can be used to give predictions. Empirical work with applications in financial economics and macroeconomics will be discussed. Assessments of what are good empirical approaches for different types of time series analyzes are emphasized.

Learning outcome

Knowledge

You learn

  • how researchers design empirical studies using time series data in financial economics and applied macroeconomics, including the formulation of econometric models and the use of different methods.
  • how to evaluate models and choose between different models
  • how empirical models can be used to give predictions and how the prediction properties can be evaluated

Skills

You should

  • be able to understand the challenges of conducting empirical analyzes using time series data
  • be familiar with different models and methods that are relevant for different types of time series analyzes
  • be familiar with how different models can be used to give predictions
  • be able to apply models and methods in own analyzes using time series data

General competence

You should be able to

  • read and understand reports and research articles that make use of models and methods discussed in the course
  • reveal problems and shortcomings in academically weak analyzes within topics dealt with in the course
  • use the course content as a basis for their own independent academic work, such as the master's thesis

Learning methods and activities

4 hours of organized learning activities each week. FIN8608 is taught along with FIN3008. Contact the department (kontakt@econ.ntnu.no) to get access to learning resources in Blackboard.

The course has compulsory activity, like approved term paper(s) / exercise(s) / student presentations etc. Specific requirements will be announced at the beginning of the term, and an independent econometric work will be included. Compulsory activity must not be re-completed when repeating the exam.

Compulsory assignments

  • Compulsory activity

Further on evaluation

The subject is reserved for PhD students. Contact kontakt@econ.ntnu.no if you want to take the course.

Required previous knowledge

None.

Course materials

Announced at the beginning of the term.

Credit reductions

Course code Reduction From To
TIØ4317 5.0 AUTUMN 2023
FIN8606 5.0 AUTUMN 2023
More on the course

No

Facts

Version: 1
Credits:  5.0 SP
Study level: Doctoral degree level

Coursework

Term no.: 1
Teaching semester:  AUTUMN 2024

Language of instruction: English

Location: Trondheim

Subject area(s)
  • Financial Economics
  • Economics
  • Social Sciences
Contact information
Course coordinator:

Department with academic responsibility
Department of Economics

Timetable

List view
Calendar view

Examination

Examination arrangement: School exam

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD School exam 100/100 C 2024-12-18 09:00 INSPERA
Room Building Number of candidates
SL310 blå sone Sluppenvegen 14 1
Spring ORD School exam 100/100 C INSPERA
Room Building Number of candidates
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
Examination

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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