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Economics

For more details on the courses, please refer to the Course Catalog

교육과정
Code Course Title Credit Learning Time Division Degree Grade Note Language Availability
ECO5086 Financial Engineering 3 6 Major Master/Doctor 1-4 - No
This course provides students with the basic concepts of financial engineering and essential econometrics tools that are necessary to do advanced research in financial economics. In the first part, the concept of arbitrage-free asset pricing in a simple discrete time model is introduced and followed by the theories of stochastic processes, Ito calculus and diffusion models. The second part consists of the developments of Feynman-Kac representation and Girsanov theorem for the rigorous derivation of Black-Scholes option pricing formula.
ECO5089 Advanced Macroeconomic Theory Ι 3 6 Major Master/Doctor 1-4 - No
Rather than teaching general macroeconomics, The purpose of this lecture is, to tackle specific macroeconomic agenda such as market failure, unenployment, buliness cycle, macroimplication of the before students should understand macroeconomics indepth.
ECO5090 Advanced Macroeconomic Theory Ⅱ 3 6 Major Master/Doctor 1-4 - No
This subject focuses advanced tops of macroeconomics consisting of new economic growth theory, new business cycle theory, and new keynesian economics, and develops research abilities on macroeconomic analysis.
ECO5091 Advanced Microeconomic Theory Ι 3 6 Major Master/Doctor 1-4 - No
The purpose of this lecture is rather than teaching general macroeconomics to tackle specific macroeconomic agenda such as macroimplication of market failure, unemployment, business cycle. The students should understand macroeconomic indepth.
ECO5093 Advanced Econometrics Ι 3 6 Major Master/Doctor 1-4 - No
As one of advanced econometric courses, this course is to cover topics such as errors-in-variable models, limited-dependent-variable models, distributed-lag models, simultaneous equation models and time seriesanalysis. Emphasis will be put on economic forecasting. ARIMA, VAR, and macro-econometric models will be utilized comparatively for this purpose.
ECO5094 Advanced Econometrics Ⅱ 3 6 Major Master/Doctor 1-4 - No
This class provides lectures and discussions about the analysis of time series. Expecially recent developments in the analysis of nonstationary variables are covered including structural changes, seasonality, fractional integration, and markov switching regressions based on unit root and cointegration theory.
ECO5095 SeminarΙ in Mathematical Economics Theory 3 6 Major Master/Doctor 1-4 - No
Topics vary depending on the interest of the instructor and students. They may include noncooperative or cooperative n-person game theory with its applications to general equilibrium theory and information economics. The course is designed to provide a guide to successful dissertations.
ECO5097 Independent Study 3 6 Major Master/Doctor 1-4 - No
This course is designated for the graduate students as an independent study in the field in which they wish to major. Each research supervising professor is to provide his or her students with the tasks and the students should fulfill the tasks and submit term papers during the course. The supervising professor will assess the performance of the students and report the result to the professor in charge of the course (for example the graduate dean). Based on the result the professor in charge of the course will finally give appropriate grades to the students.
ECO5098 Forecasting Models and Applications 3 6 Major Master/Doctor 1-4 - No
This course provides the lectures of forecasting models and their applications. ARIMA models and VAR models are discussed, as are unit root theory, cointegration theory, and error correction models. This course also introduces forecasting models for macroecomic and financial variables with the experience of the Korean and other economies.
ECO5101 Seminar in Law and Economics 3 6 Major Master/Doctor 1-4 - No
This seminar builds upon the core knowledges on the field of law and economics, which, since the Coase Theorem, has evolved mainly in many substantive areas of law. They include analyses, based on the concepts of ‘property rights’ and ‘transaction costs,’ the common law (property, contract, and tort), public laws, and their enforcement, utilizing varying theories in microeconomics. Through the seminar, thus, students deepen these knowledges, discuss advanced research work on this field, and attempt to apply them in their own work. In particular, students are led to undertake a law-and-economics analysis on important legal issue surrounding them. In the process, they are required to supplement the analyses with the microeconomic and econometric tools acquired through the graduate coursework. Its main purpose is to let them recognize how these tools at the workable level can enrich the analyses. The students also learn the skills of choosing appropriate research topics, motivating their intuitions, and writing academically and presenting effectively analytic results. They also learn how to acquaint themselves with making professional comments on the work by others.
ECO5103 Time Series Analysis 3 6 Major Master/Doctor 1-4 - No
This course is an introduction to time series econometrics at graduate level. The course starts with asymptotic theories and statistical basics for econometrics, and proceeds to the theories of stationary and nonstationary time series. Both time domain and frequency domain will be covered in the course. It starts by introducing basic concepts and some statistical properties and proceeds to models with univariate and multivariate time series. In addition, we will also look at various time models such as VAR, conditional heteroskedasticity its variants etc. The main objective of this course is to develop the skills needed to do empirical research in fields operating with time series data sets. The course aims to provide students with techniques and receipts for estimation and assessment of quality of economic models with time series data. The course will also emphasize recent developments in time series analysis and will present some open questions and areas of ongoing research.
ECO5104 Seminar in Financial Econometrics 3 6 Major Master/Doctor 1-4 Korean Yes
This course covers probability theory, random variables and their distributions, estimation of parameters, and testing statistical hypotheses. The course also introduces students to large sample theory. Other topics covered include regression analysis and asymptotic properties of estimates. In addition, students aim to research their own topics in financial econometrics and empirical applications. Some econometric models that are commonly used in financial economics will be introduced.
ECO5106 Pension Economics 3 6 Major Master/Doctor 1-4 Korean Yes
This class aims to provide a secure foundation in the economic theory and practices of pension. From studying this class, the student will understand: * The key types of pension scheme * The role of pensions in maximizing individual lifetime welfare * The role of pensions in individual savings and retirement decisions * The role and consequences of the pension plan from the company's viewpoint * The role of pensions in promoting aggregate savings * The role of pensions and retirement in overlapping generations models * The economics of ageing and intergenerational accounting * The social welfare implications of pensions
ECO5109 Advanced Health Economics 3 6 Major Master/Doctor 1-4 - No
This course is designed to help student understand how basic economic concepts, principles, and theories can be applied to various health care issues including the production and cost of health care, health insurance theory, pharmaceuticals, cost effectiveness analysis, role of government in the health economy, and national health insurance and reform. Instead of focusing on a few current health care problems such as cost and quality of healthcare, attention is directed toward any health related topics. A set of tools including economic theories and methodologies are provided to students to evaluate a theoretical or empirical argument relating to health care and medical industry.
ECO5111 Political Economy 3 6 Major Master/Doctor 1-4 - No
The purpose of this course is to introduce students to political economy. Broadly defined, political economy refers to studies on political decision-making through (micro)economic methods. That is, political economy describes politics as competition and conflicts among homo economicus. Political economy complements the traditional economics as well as the traditional political science. For example, economic theories find goods and services that cannot be provided efficiently through decentralized decision-making in market economies. Naturally, some economists argue that those goods and services should be provided by the government. However, it is not guaranteed that the government chooses optimal policies on behalf of the general public. In reality, the government consists of politicians and bureaucrats who pursue their own selfish or unselfish goals. By examining choices of the actors within the government, political economy broadens our understanding of allocation of goods and service. The focus of this course will be on political decisions in representative democracies, so we will study voting and election, decisions in legislatures and governments, and interest groups. In addition, we will deal with political factors that determine economic policies.