040057 UK Macroeconometrics (MA) (2019S)
Prüfungsimmanente Lehrveranstaltung
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Details
max. 50 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine (iCal) - nächster Termin ist mit N markiert
Freitag
01.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
04.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
08.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
11.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
15.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
18.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
22.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
25.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
29.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
01.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
05.04.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
08.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
12.04.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
29.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
03.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
06.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
10.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
13.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
17.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
20.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
24.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
27.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
31.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
03.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
07.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Freitag
14.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
17.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
21.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Montag
24.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Freitag
28.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Ziele, Inhalte und Methode der Lehrveranstaltung
Art der Leistungskontrolle und erlaubte Hilfsmittel
The evaluation consists of three components: midterm test (35%), final test (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. Dates for tests are convened in class.
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.
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 2 lectures of 1.5h per week covering both theory and empirical examples. Slides are made accessible to participants. Econometric methods are 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 06.09.2019 09:47
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)