The aim of the course is to equip students with a working knowledge of important econometric techniques used in international finance and financial economics. Students correctly specify, estimate and test the econometric models discussed during the lectures and possess the ability to properly interpret the results provided by these procedures. Students know how to use essential tools for working with financial data.

Ability to perform all the mentioned econometric techniques by using appropriate softwares (R).

Making judgments

Ability to formulate models and to implement appropriate econometric tools for the analysis and forecasting of financial data.

Communication skills

Ability to present in a consistent and precise manner the results obtained from the econometric analysis.

Learning skills

Ability to understand and analyze financial data from a quantitative perspective.

The learning outcomes include:

• Knowledge and understanding quantitative methodologies used by students in economics, business and management field, including data collection , data processing and analysis, model design and analytics
• Applying knowledge and understanding to techniques for analyzing quantitative data in economics, business and management
• Making judgments regarding the suitability of particular methods to research in economics and business
• Making informed choices in regard to quantitative methods for decision-making, selection and application of research methods using statistical software, IT and communication skills, available statistical information and data
• Can communicate with their peers, research community, public and policymakers on making necessary judgement and corrections to policy and research
• Can be expected to be able to promote, within academic and professional contexts, technological and socio-economic advanced knowledge