Page 66 - BEc_Handbook_2024_2025

EII3004 APPLIED ANALYTICS
3 Credits

Pre-requisite Passed EIA1013 Programming Tools for Economics

Learning At the end of the course, students are able to:
Outcomes
1. Use statistical procedures built using selected computer language.
2. Summarize statistical information from the database.
3. Use statistical analysis and graphical analysis in real data sets.

Synopsis This course exposes students to the use of programming to extract statistical information
from database. Programming concepts and database are taught using computer
software. Programming concepts include topics like data types, programming structure,
built-in functions, and user-defined procedures. Database concepts include database
development, records, data manipulation, reporting, and queries. These concepts are
used to develop an information system that links programs to database.

Medium of English
Instruction

Assessment Continuous Assessment : 50%
Weightage Final Examination : 50%

EII3005 FINANCIAL ECONOMETRICS
3 Credits

Pre-requisite Passed EIA2013 Econometrics I

Learning At the end of the course, students are able to:
Outcomes
1. Apply econometric techniques for financial time series data.
2. Conduct hypothesis testing based on financial theory.
3. Interpret the results from the analysis.
4. Draw valid conclusions for decision making.

Synopsis The course introduces the methods of construction of stock market indices, computation
of returns with adjustment on capital changes and estimations of betas. The concepts of
forecast errors, tests of market efficiency and analysis of daily stock price behaviour are
discussed. The concepts of spurious regression, stochastic process, stationarity and
order of integration are introduced. VAR modelling, impulse response function, variance
decomposition, causality test, cointegration, error correction mechanism ARCH models
and Risk Models are discussed. These techniques are taught using a variety of financial
models.

Medium of English
Instruction

Assessment Continuous Assessment : 50%
Weightage Final Examination : 50%