Applied Econometrics MSc

This course is ideal if you would like to pursue a career or further study in which the application of statistical methods, particularly econometric methods, plays a large role. Examples of the application focus could include market research; evidence-based planning and policy advice; or financial modelling and forecasting.

Econometrics is distinguished from statistical analysis more generally by its use of economic concepts and theories as a basis for empirical investigation. The approach taken in this course is to emphasise:

• the application potential of a broad range of econometric techniques; and
• effective communication of empirical results, rather than the statistical theory upon which econometric methods depend.

What will you study?

You will study core econometric concepts and methods alongside modules that focus on different application contexts – such as time series analysis, microeconometrics, financial econometrics, macroeconometric modelling and business forecasting. You will also undertake subject modules, which develop your computing and communication skills.

After completion of the taught modules, you will use your knowledge and skills to write a dissertation (an extended research project and report), which you undertake with advice from a supervisor. The completed dissertation is evidence of your knowledge, skills and ability to undertake complex self-managed tasks with tight deadlines.

Please note that this is an indicative list of modules and is not intended as a definitive list.

Core modules

• Computing
• Dissertation
• Econometrics
• Financial Econometrics
• Foundation Module
• Microeconometrics
• Time Series Methods

Optional modules

• Business Forecasting
• Business Forecasting Workshop
• Macroeconomic Modelling & Forecasting
• Macroeconomic Modelling & Forecasting Workshop

Learn more about the facilities available to you as a student of this course. Find out more...

The range of events and lectures in the Faculty of Arts and Social Sciences enhances your studies and adds an extra perspective to your learning. Recent events include research seminars, conferences and workshops.

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