Econometrics

In the Econometrics and Policy Analysis specialisation track you will apply econometric models and answer important research questions about economic, environmental, and health issues. Focus on the process of policy analysis from cause to effect, by using observational data and discussing (policy) implications of empirical research based on the latest econometric techniques. This is one of the tracks you can opt for in our Master's in Econometrics.

What is the impact of Trump’s tweets? Financial econometrics is all about applying statistical methods to financial market data. Areas of study include capital markets, financial institutions, corporate finance and corporate governance. Topics often revolve around asset valuation of individual stocks, bonds, derivatives, currencies and other financial instruments. This is one of the tracks you can opt for in our Master's in Econometrics.

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The study programme of the Econometric and Mathematical Economics track emphasises statistical techniques for micro and macro-econometrics analysis as well as mathematical modelling of economic and financial markets.
The curriculum of this track will emphasise on testing economic models using micro, macro and financial data as wel as parametric and non-parametric techniques appropriate for cross section, time series and panel data. You will become fluent in the application of advanced mathematical and statistical methods.
The curriculum will also give you a deep insight into the behaviour of companies, governments, financial traders and private consumers in different market circumstances and dynamics. You will acquire the skills necessary for mathematical and statistical modelling and become an expert in the mechanics that channel contemporary auctioning and model dynamic economic behaviour.

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