Econometrics 2: Topics in Time Series - ECON5430

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Module delivery information

Location Term Level1 Credits (ECTS)2 Current Convenor3 2024 to 2025
Spring Term 6 15 (7.5) Aubrey Poon checkmark-circle


This module presents a systematic and operational approach to the econometric modelling of economic time series, which gives an understanding of the techniques in practical, appropriate, analytical and rigorous manner. Econometric analysis is a core skill in modern economics.

The module gives an introduction to univariate time series analysis, dynamic econometric modelling and multiple time series, linking theory to empirical studies of the macroeconomy.

All topics are illustrated with a range of theoretical and applied exercises, which will be discussed in seminars and computer classes. As such, the module emphasises the development of practical skills in the use of software for empirical research, and introduces you to the research methods used by macroeconomists in academia, government departments, think tanks and financial institutions. It also helps you to prepare for the quantitative requirements of a master programme in economics.


Contact hours

Total contact hours: 30 hours
Private study hours: 120
Total study hours: 150


This module is compulsory for Single Honours Economics with Econometrics and Financial Economics with Econometrics.
This module is optional for all other Single and Joint Honours degree programmes in Economics.
This module is available to well-qualified students from other divisions.

Method of assessment

Main assessment methods

In Course Test (10%)
Group Project (10 pages) 20%
Examination, 2 hours (70%)

Reassessment Instrument: 100% exam

*Exams will be in-person*

Indicative reading

The University is committed to ensuring that core reading materials are in accessible electronic format in line with the Kent Inclusive Practices.
The most up to date reading list for each module can be found on the university's reading list pages.

See the library reading list for this module (Canterbury)

Learning outcomes

On successfully completing the module students will be able to:

8.1. Understand and abstract the time-series properties of economic data

8.2. Synthesise and critically compare different econometric analyses of an economic issue

8.3. Demonstrate analytical skills that can be used to formulate and consider a range of econometric problems and issues

8.4. Practise the use of econometric concepts especially in relation to time series analysis.

8.5. Demonstrate critical understanding of statistical, graphical and numerical data analyses

8.6. Collate, examine and interpret time-series data in the context of economic theory and policy


  1. Credit level 6. Higher level module usually taken in Stage 3 of an undergraduate degree.
  2. ECTS credits are recognised throughout the EU and allow you to transfer credit easily from one university to another.
  3. The named convenor is the convenor for the current academic session.
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