Universität Wien FIND

040057 UK Macroeconometrics (MA) (2015S)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung

Details

max. 50 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

Montag 02.03. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 06.03. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 09.03. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 13.03. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 16.03. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 20.03. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 23.03. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 27.03. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 13.04. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 17.04. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 20.04. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 24.04. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 27.04. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Montag 04.05. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 08.05. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 11.05. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 15.05. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 18.05. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 22.05. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Freitag 29.05. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 01.06. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 05.06. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 08.06. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 12.06. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 15.06. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 19.06. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 22.06. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag 26.06. 09:45 - 11:15 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Montag 29.06. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock

Information

Ziele, Inhalte und Methode der Lehrveranstaltung

The course focuses on econometric methods that are used in applications to aggregate macroeconomic data. The course consists of the following main building blocks:
1. Univariate Time Series (ARMA processes, stationarity and unit roots, testing for unit roots, estimation of ARMA, model selection, prediction, autoregressive conditional heteroskedasticity)
2. Multivariate Time Series (Dynamic models with stationary variables, models with integrated variables, spurious regression, cointegration, vector autoregressions, impulse response, vector error-correction models)
3. Macroeconomic Panel Data (panel data models, dynamic linear panels, panel time series)

Art der Leistungskontrolle und erlaubte Hilfsmittel

The evaluation consists of three components: midterm test (35%), final exam (35%), and an empirical project (30%). The empirical project consists of writing a short paper, presenting own results and discussing the results of fellow students. Dropping the course without a grade is possible before the midterm. Passing the course requires both at least 50% of the maximum achievable points and attendance at the midterm test.

Mindestanforderungen und Beurteilungsmaßstab

The course aims at deepening the understanding of econometric methods that are useful in the analysis of macroeconomic data.
By the end of the course, students are expected to have acquired a good understanding of how to analyze univariate and multivariate time series and how to apply this knowledge to macroeconomic data.

Prüfungsstoff

The course comprises of 2 lectures of 1.5h per week covering both theory and empirical examples. Econometric methods will be highlighted by empirical applications using the software package Stata. Students are asked to prepare an empirical project that is related to the course contents, and to present and discuss their results in the last weeks.

Literatur

Verbeek: A Guide to Modern Econometrics (Wiley, 4th edition), Chapters 8-9, 10.1-10.6.

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Fr 31.08.2018 08:47