MSc in Econometrics and Economics

Aims

Aims of the Programme

The aim of this programme is to give students with a prior knowledge of economics and econometrics and/or mathematics a thorough grounding in applied and theoretical econometrics with core course in advanced economic and econometric theory, and a wide choice of optional modules.  The modules are taught by leading experts in related areas such as microeconometrics, panel data analysis, time series, spatial econometrics and non-parametric modelling.  The programme provides the essential skills to those wishing to follow professional careers and to pursue further research in applied economics and econometrics.

Flyers

Flyers and Posters

MSc Econometrics and Economics - Poster (PDF  , 98kb)

MSc Econometrics and Economics - Flyer (PDF  , 139kb)

If you would like further information on this course please contact Ms Jo Hall, Graduate School Administrator.

Admissions

Admissions Requirements

Either (i) an upper second class degree, from a UK university, or (ii) the equivalent from a non-UK university with sufficient background in econometrics and economics will be considered.  Strong background in mathematics or statistics will be advantageous.

When applying you should provide a brief description of any relevant modules (information on what you need to include can be found below).

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Structure

Programme Structure

There is further information on individual modules in the module list section.

Compulsory core components:

  1. Advanced Microeconomics
  2. Advanced Macroeconomics
  3. International Macroeconomics
  4. Econometric Methods for Research
  5. Applied Microeconometrics
  6. Time Series
  7. Either Project or Topics in Financial Econometrics

In addition, students choose one 10-credit option from:

  • Design and Analysis of Mechanisms and Institutions
  • Emerging Market Macroeconomics
  • Experimental Economics
  • Industrial Economics
  • Labour Economics
  • Micro Development Theory
  • Project
  • Public Finance
  • Public Sector Economics:  Microeconomic Applications
  • Topics in Financial Econometrics

Students View

Daniel Mitchell‌‌
MSc in Econometrics and Economics

Daniel Mitchell

An MSc in Econometrics and Economics is ideal for those who have an interest in using econometric methods and techniques to really get to grips with the important economic and social ‌problems of our time. Whether that is using time‌ ‌series data to assess the connectedness of the global economy, using cross-section data to evaluate the determinants of job satisfaction,or using panel data  to evaluate the effect of government policy, to name only a few examples which I have studied during my MSc at York. Following on, a rigorous course in econometric theory provides you with the tools to choose the appropriate estimation techniques under a given set of assumptions, which is vital when undertaking independent research as this ensures your work stands up to academic scrutiny. Through my own experiences, York is the ideal place to study for your MSc as it provides you with all the opportunities to reach your potential, both during your degree and in your subsequent career. I fell in love with the city of York instantly, and the teaching is world class, with world leaders in micro and time-series Econometrics, who really bought the best out of myself when writing my project and thesis. Finally, I have found the private and public sector are beginning to understand the significant value of using econometrics, which means econometricians are now highly sought after and provide you with a significant comparative advantage compared to standard MSc Economics students.   ‌

Requirement for your Personal Statement

Applicants should provide a brief description (in the Personal Statement) of any econometrics, micro/macro economics, mathematics and statistics courses taken as part of their undergraduate (and postgraduate if any) degree studies (including those which have not assessed yet), detailing topics covered and core texts used. A paragraph for each course unit taken will be sufficient.

Students attending a lecture