Econometric Analysis System Area
The Econometric Analysis System area helps students explore solutions to various problems in socio-economics, adopting quantitative approaches. Knowledge of mathematics is indispensable for all of the courses listed below, as they are based on data analysis. It is also desirable for students to have learned basic economics as a basis for logically grasping real society, and performing effective analysis. We particularly recommend that students in this area take [Econometrics] as a core course.
| Course name | Course description | Target year |
|---|---|---|
| Econometrics | This course will give lectures on the theory of regression analysis that is the basis of econometrics, presupposing knowledge of statistics (statistical estimation/ hypothesis-testing) and calculus (partial differentiation). | 2 – 4 |
| Macro-econometrics | This course will explain the econometric methods needed for economic time-series data analysis. It will also give some examples of application to macroeconomics and financial analysis, as necessary. | 2 – 4 |
| Money, Financial System and Economy | In this course, students will discuss the roles of finance and monetary policies in the economy by theoretically and empirically analyzing financial systems using analytical methods called micro-/macroeconomics. | 2 – 4 |
| Financial Risk Management | In this course, students will learn corporate finance. Specifically, they will systematically discuss the connections among corporate financing, investment decisions, investor returns, and corporate governance. | 2 – 4 |
| Time Series Analysis | This course will provide an overview of various time-series analytical methods used for empirical analysis. Students will also learn specific application methods through data analysis using statistical software. | 2 – 4 |
| Japanese Economy | In this course, students will deepen their understanding of the current state and challenges of the Japanese economy using various economic indicators. | 2 – 4 |
| Seminar in SEP: Quantitative Systems Analysis Area | In this course, students will learn the theory of statistical analysis and measurement techniques used in empirical research through data analysis. | 2 – 4 |