Overview
Introduction
This internationally reputed MSc programme is designed for those with a strong quantitative background who wish to study economics and econometrics.
On this programme, you'll begin by exploring the essential principles of macroeconomics, microeconomics, and econometrics before moving on to advanced study in all three areas. You’ll also choose an elective course from topics as varied as international economics, monetary economics, corporate finance, asset markets, portfolio management, machine learning, data science and stochastic processes.
The technical level of material covered in this degree is arguably higher than any similar master's degree in this field so you'll need to demonstrate a strong quantitative background.
We welcome applications from mathematicians, statisticians, physical scientists and engineers, as well as graduate economists who are looking to proceed to PhD study or a career as a quantitative economist within industry, government, central banking, international organisations or private sector economic consultancies.
Preliminary readings
- Chapters 1–14 Simon and Blume, Mathematics for Economists, Norton, 1994
- Chapters 1–5 and 9–13 of E T Dowling, Schaum’s Outline of Theory and Problems of Mathematical Methods for Business and Economics, McGraw Hill, 1993
- Chiang and K Wainwright, Fundamental Methods of Mathematical Economics, McGraw-Hill, 2005
- R J Larson, M L Marx, Introduction to Mathematical Statistics and its Applications, 4th edn, Prentice Hall, New Jersey, 2006
- J H Stock and M W Watson, Introduction to Econometrics, 3th edn, Chapters 17 and 18, Pearson, 2011
- J Wooldridge, Introductory Econometrics: A Modern Approach, 5th edn, Chapters 2, 3 and 4, South-Western Cengage Learning, 2012
