Curriculum

The MS in Quantitative Economics is an intensive 30-credit, 12-month, full-time program covering both the theory and practice of quantitative economics. You will receive rigorous training in micro and macroeconomics, financial economics, and statistical and computational aspects of the field. You may pursue either the General or the Quantitative Finance tracks.

We keep classes small to foster personal interaction between and among faculty and students and to give you hands-on experience with our department’s latest and most cutting-edge research. Browse MQE syllabi.

Econometrics classes are complemented with hands-on lab sessions. All students will take an independent study designed in collaboration with their faculty advisor. View sample General Track curriculum chart.

Required Courses (24 credits)

All required courses are 3 credits.

General Track

  • Mathematical Methods
  • Probability and Statistics
  • Microeconomics I
  • Microeconomics II
  • Macroeconomics I
  • Econometrics
  • Macroeconomics II
  • Capstone in Quantitative Economics

Quantitative Finance Track

  • Mathematical Methods
  • Probability and Statistics
  • Microeconomics I
  • Microeconomics II
  • Macroeconomics I
  • Econometrics
  • Financial Econometrics
  • Capstone in Quantitative Finance

Electives (6 credits)

Elective courses are 3 credits with the exceptions of Special Topics and Independent Study, which are 1-3 credits.

General Track

  • Game Theory
  • Market Design
  • Quantitative Macroeconomics
  • Special Topics*
  • Independent Study*

Quantitative Finance Track

  • Complex Systems/Time Series: Financial Time Series
  • Corporate Finance
  • Data Science for Quantitative Finance
  • Special Topics*
  • Independent Study*

*denotes 1-3 credit course

STEM OPT

The master's in Quantitative Economics is a recognized STEM degree, so international students may be eligible for extended Optional Practical Training (OPT) to work in the United States for up to 36 months after graduation.

Study at Universite Pantheon-Sarbonne

Students may take two electives at Universite Pantheon-Sorbonne (Paris 1) in Paris, France. The MSc in Models and Methods in Quantitative Economics offers a variety of options for electives. The program is housed at the Maison des Sciences Economiques in downtown Paris.

This option is ideal for those who want to apply for a PhD program, specialize in fields not covered by Katz electives, or pursue a business career in Europe.