2025
Economic and Financial Modelling
Name: Economic and Financial Modelling
Code: ECN11912M
6 ECTS
Duration: 15 weeks/156 hours
Scientific Area:
Economy
Teaching languages: Portuguese
Languages of tutoring support: Portuguese
Sustainable Development Goals
Learning Goals
- To provide an overview of applied econometric techniques in various areas of economics and finance, both in microeconometrics and time series models.
- Developing the ability of using econometric software and real datasets.
- Developing the ability of formulation and interpretation of econometric models.
- Developing critical reasoning and the ability of abstraction.
- Developing the ability of conducting empirical economic research.
- Developing the ability of using econometric software and real datasets.
- Developing the ability of formulation and interpretation of econometric models.
- Developing critical reasoning and the ability of abstraction.
- Developing the ability of conducting empirical economic research.
Contents
1. Microeconometric applications: limited dependent variable models, count data models.
2.Time Series Analysis: ARMA models and auto-regressive vectors; multivariate cointegration; ARCH and GARCH models for volatility in financial data.
2.Time Series Analysis: ARMA models and auto-regressive vectors; multivariate cointegration; ARCH and GARCH models for volatility in financial data.
Teaching Methods
Small group classes are delivered with a theoretical-practical nature, where the theoretical contents are supplemented by exercises. Most of these exercises are based on real datasets and involve the use of the software Stata.
Continuous evaluation: The students will be assessed on the basis of one individual empirical project (100%) which will be done along the semester.
Students may also choose to do a final written exam at the end of the semester (100% )
Continuous evaluation: The students will be assessed on the basis of one individual empirical project (100%) which will be done along the semester.
Students may also choose to do a final written exam at the end of the semester (100% )
Certificações
