FORECASTING IN ECONOMICS AND FINANCE
| Title | ΠΡΟΒΛΕΨΕΙΣ ΣΤΑ ΟΙΚΟΝΟΜΙΚΑ ΚΑΙ ΣΤΑ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΑ / FORECASTING IN ECONOMICS AND FINANCE |
| Code | ΕΔΕ06 |
| Faculty | Social and Economic Sciences |
| School | Economics |
| Cycle / Level | 2nd / Postgraduate |
| Teaching Period | Winter/Spring |
| Coordinator | Emmanouil Trachanas |
| Common | No |
| Status | Active |
| Course ID | 600026520 |
Programme of Study: Data Science in Economics and Finance
Registered students: 0
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| Core | Elective Courses | 1 | 1 | 6 |
| Academic Year | 2025 – 2026 |
| Class Period | Winter |
| Faculty Instructors | |
| Instructors from Other Categories | |
| Class ID | 600273586
|
Course Type 2021
Specific Foundation
Mode of Delivery
- Face to face
- Distance learning
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600273586
Language of Instruction
- Greek (Instruction, Examination)
Learning Outcomes
Upon successful completion of the course, students will be able to: 1. Apply advanced econometric methodologies. 2. Interpret the results of econometric analysis conducted using computer software. 3. Interpret and evaluate research findings reported in academic journals and books. 4. Apply the knowledge acquired to analyze and evaluate economic policy cases.
General Competences
- Apply knowledge in practice
- Retrieve, analyse and synthesise data and information, with the use of necessary technologies
- Adapt to new situations
- Make decisions
- Work autonomously
- Work in an interdisciplinary team
Course Content (Syllabus)
Indicative course content: Univariate time series models (AR, MA, ARMA, ARCH, GARCH), static and dynamic panel models and estimation methods, stationarity tests in panel models, cointegration tests in panel models, the generalized method of moments (GMM), quantile regression
Educational Material Types
- Slide presentations
- Book
Use of Information and Communication Technologies
Use of ICT
- Use of ICT in Course Teaching
- Use of ICT in Laboratory Teaching
- Use of ICT in Communication with Students
- Use of ICT in Student Assessment
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 39 | ✓ | |||
| Reading Assigment | 81 | ✓ | |||
| Written assigments | 60 | ✓ | |||
| Total | 180 |
Student Assessment
Description
Individual coursework
Student Assessment methods
- Written Assignment (Summative)
Bibliography
Additional bibliography for study
Asteriou, D., & Hall, S.G. (2021). Applied econometrics. Bloomsbury Publishing.
Baltagi, B.H. (2021). Econometric analysis of panel data. 6th edn. Springer Cham.
Kennedy, P. (2008). A guide to econometrics. 6th edn. Wiley-Blackwell.
Wooldridge, J. (2010). Econometric analysis of cross-section and panel data. 2nd edn. MIT Press.
Last Update
04-09-2025
