HE9001 Mathematical Economics
The aim of this course is to provide the graduate students with advanced mathematical background needed in economic research. Topics covered will be a balance between the conventional mathematical economics and the new developments in the frontier of computational economics, which include the advanced matrix analysis and qualitative analysis, optimization with or without constraints, discrete and continuous dynamic optimization, continuous and the discrete dynamic processes, nonlinear analysis and chaos, delayed-differential systems. Introductions to Singular and nonsingular perturbation theory, Wavelet analysis, Genetic algorithm, Neural network and their applications in economic analysis will be also provided.
HE9002 Econometrics I
This course builds on the earlier Principles of Econometrics by considering further inferential methods related to the multiple regression model using matrix algebra, and other methods widely used in empirical research. Large sample asymptotic theory is also introduced. Topics covered include maximum likelihood estimation, LR, Wald and LM test principles, instrumental variables and GMM estimation and model selection.
HE9003 Econometrics II
This course provides a detailed treatment of models for analyzing both cross-sectional and time series data. The course emphasizes application rather than theory; hence, the models introduced are illustrated with examples using real-life data. In general, theoretical developments are often carried to the extent that they enhance understanding of the model.
HE9004 Computational Econometrics
HE9101 Seminar in Microeconomics
This is a foundational in microeconomic analysis aimed towards first-year PhD students in economics. The first half of the course teaches the core concepts in game theory, and the second half presents basic models in information economics and contract theory. Topics include mechanism design, auctions, adverse selection, moral hazard and signalling. A few applications will be considered, but the focus is on concepts and methods.
HE9102 Seminar in Macroeconomics
HE9102 provides a one-semester graduate level course in macroeconomics that covers a range of topics. The course is divided into three broad topics: The first set of topics includes a brief overview of the growth literature and discussions on a few papers on general equilibrium (GE) growth models (exogenous and endogenous growth, and without and with credit constraints). The second set of topics is on business cycle models (dynamic stochastic general equilibrium (DSGE) models without nominal rigidities) to examine the impact of various shocks such as news, technological change, or uncertainty etc., on output, consumption, employment, investment and asset prices. The third set of topics is on New Keynesian models (DSGE models with nominal rigidities) to examine optimal monetary and fiscal policies under various types of shocks including monetary shocks. During the discussions, the students will also be introduced to software platform Dynare, and other Matlab toolboxes, which may be used to numerically solve DSGE models.
HE9103 Seminar in Monetary Economics
HE9104 Seminar in Development Economics
HE9105 Seminar in International Economics
HE9106 Computational Economics
This course intends to equip the postgraduate students with advanced mathematical theories, methodologies and computational algorithms that are widely applied both in economic analysis and financial analysis. Topics include but not limit to Log-Concave Distributions, Optimization of Submodular Functions, Genetic Algorithm, Artificial Intelligence, Neural Network, Wavelet Analysis, Support Vector Machine, Perturbation Theory, Agent-based Modelling, and Qualitative Comparative Statistics etc. It will not only update the researchers with most recent advances but also let the students have hands-on experience on the relevant applications in economic modeling, simulation and forecasting.
HE9201 Contemporary Issues in Economics
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