The M.A. HSG in Quantitative Economics and Finance at the University of St. Gallen combined advanced macroeconomics, microeconomics, mathematics, statistics, Econometrics I and II, microeconometrics, dynamic programming, asset pricing and theory of finance. My master's thesis focused on GDP forecasting for European economies and compared Bayesian VAR models with neural networks using Bayesian regularisation. The research involved optimisation of parameters, variables and model specifications and comparison of forecast performance. The programme provided the quantitative foundation for later econometric and forecasting work at DG ECFIN, the ECB and ESRB.
Coursework – Quantitative Economics and Finance
The programme covered advanced macroeconomics and microeconomics, mathematics, statistics, Econometrics I and II, microeconometrics, dynamic programming, asset pricing and the theory of finance.
Master's thesis
My master's thesis focused on GDP forecasting for European economies. It compared Bayesian Vector Autoregression models with neural networks using Bayesian regularisation and examined variable selection, parameter choices and alternative model specifications.
Public record
The University of St. Gallen graduation list dated 8 October 2016 names Nikolas Mayer among the thirteen graduates of the Quantitative Economics and Finance programme.