Focus on the complex calculations governing today's markets
The Mathematical Economics track of the Econometrics Master’s programme is dedicated to Economic Theory and focuses on the complex calculations that govern today's advanced market configurations and pricing structures. With an excellent teaching staff and a high regard for critical thought, you're sure to find challenging discussions, rewarding research and an overall unforgettable experience.
- Gain deep insight into the behaviour of companies, governments, financial traders and private consumers in different market circumstances and dynamics;
- acquire the skills necessary for mathematical and statistical modelling;
- become an expert in the mechanics that channel contemporary auctioning and model dynamic economic behaviour.
The Amsterdam School of Economics' Master’s in Econometrics provides a balanced and rigorous training in the quantitative analysis of problems in economics and finance. You will become fluent in the application of advanced mathematical and statistical methods, supported by modern software packages such as E-Views and Matlab. The multidisciplinary one-year programme consists of advanced courses in both mathematical economics and econometrics.
The programme in brief
To fully understand the field of Mathematical Economics, you'll need the skills, expertise and techniques that are required to apply robust statistical methods, to be used in exploring all topics, research and issues relevant to the discipline. Study different learning models of bounded rationality, compute and analyse the stability of steady states, and find out about evolutionary finance. The multidisciplinary character of the programme is reflected in the wide range of courses you can take, such as: General Equilibrium Theory, Micro-Econometrics, Derivatives and Bounded Rationality.
All of the acclaimed lecturers in the programme are researchers in one of the ten research programmes of the Amsterdam School of Economics (ASE). The school is affiliated with a number of internal and external economics-related research institutes, enriching the research and career opportunities for students in the Master’s programme. ASE's courses in Non-Linear Economic Dynamics and Bounded Rationality, for instance, are directly connected to the Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), a research facility dedicated to the subjects.
The Econometrics programme is a one-year programme of 60 ECTS credits (1 ECTS credit = 0.5 US credits). The academic year runs from September to the middle of July and is divided into two semesters, each with three periods. Refer to the academic calendar for exact dates. The curriculum for the Master’s in Econometrics is quite demanding, with classes taking up 12-15 hours a week on average. An additional 25 hours are required for class preparation, homework, debates, casework and computer time.
Your Master’s thesis is your graduation piece of work and it will be supervised by one of the researchers in Department of Quantitative Economics. Your thesis must add to the existing body of scientific knowledge to an appropriate extent and it may be written during an internship at a firm.
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Last updated April 19, 2016