Program Overview

Course Overview

The course AI1177 Financial Econometrics is a 7.5 credit course offered by the KTH Royal Institute of Technology.

Information per Course Offering

Spring 2026

• Course location: KTH Campus
• Duration: 16 Mar 2026 - 1 Jun 2026
• Periods: Spring 2026: P4 (7.5 hp)
• Pace of study: 50%
• Application code: 60035
• Form of study: Normal Daytime
• Language of instruction: Swedish
• Course memo: Not published
• Number of places: Not limited
• Target group: No information inserted
• Planned modular schedule: No information inserted
• Schedule: Available through a link
• Part of programme: Bachelor's Programme in Real Estate and Finance, year 2, Mandatory

Contact

• Examiner: Bertram Steininger
• Course coordinator: Bertram Steininger
• Teachers: Bertram Steininger

Course Syllabus

The course syllabus for AI1177 (Spring 2025) is available in an accessible format on this page.

Content and Learning Outcomes

Course Contents

• Financial time series and data sources
• Classical linear regression analysis
• Descriptive statistics of financial and real estate time-series
• Econometric analysis of univariate time-series
• Econometric analysis of multivariate time-series
• Time-varying parameters, volatility and correlations

Intended Learning Outcomes

After completing the course, the student should be able to:

• Analyse the prices and returns of key economic time series with a focus on real estate and financial markets
• Estimate linear univariate and multivariate econometric models for economic time series with statistical software
• Perform predictions and hypothesis tests with statistical software
• Interpret and analyse results based on econometric methods for time-series data

Literature and Preparations

Specific Prerequisites

Knowledge within mathematics corresponding to the content of the course AI1178 Applied mathematics and statistics for economists, 7.5 credits.

Literature

Information about course literature is available in the course memo for the course offering or in the course room in Canvas.

Examination and Completion

Grading Scale

A, B, C, D, E, FX, F

Examination

• INL1 - Assignment, 3.5 credits, grading scale: P, F
• TEN1 - Written Exam, 4.0 credits, grading scale: A, B, C, D, E, FX, F

The examiner will decide how to adapt an examination for students with documented disabilities. The examiner may apply another examination format when re-examining individual students. If the course is discontinued, students may request to be examined during the following two academic years. There is no possibility to retake already passed (A-E) exams.

Examiner

Bertram Steininger

Ethical Approach

• All members of a group are responsible for the group's work.
• In any assessment, every student shall honestly disclose any help received and sources used.
• In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further Information

Course Room in Canvas

Registered students can find further information about the implementation of the course in the course room in Canvas.

Offered by

ABE/Real Estate Economics and Finance

Main Field of Study

Technology

Education Cycle

First cycle