NBS8017 : Applied Time Series Modelling and Forecasting

  • Offered for Year: 2011
  • Module Leader(s): Dr Michail Karoglou
  • Owning School: Newcastle University Business School
Semesters
Semester 1 Credit Value: 10
Semester 2 Credit Value: 10

Aims

The module seeks to:
- provide the technical skills necessary to pursue empirical research in economics and finance;
- provide the tools required to predict, model and analyse financial markets and their associated economic behaviour;
- offer the opportunity to develop some key skills.

Original Summary:
None

Outline Of Syllabus

None

Teaching Methods

Teaching Activities
Teaching Rationale And Relationship

-Lectures provide the basic technical structure of the methods introduced and an overview of the basic empirical economic and fincancial modelling methods
- Seminars provide an opportunity to enhance both theoretical and practical aspects of modelling
- Workshops provide hands-on computer based experience of modelling exercises.

Assessment Methods

Exams
Description Length Semester When Set Percentage Comment
Written Examination1202A70
Other Assessment
Description Semester When Set Percentage Comment
Project Work2M20
Other2M10Test
Assessment Rationale And Relationship

Written exam to assess the theoretical and empirical approach to financial econometrics.

Reassessment will be 100% exam.

Reading Lists

Timetable