040057 UK Macroeconometrics (MA) (2021S)
Prüfungsimmanente Lehrveranstaltung
Labels
DIGITAL
An/Abmeldung
Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").
- Anmeldung von Do 11.02.2021 09:00 bis Mo 22.02.2021 12:00
- Anmeldung von Do 25.02.2021 09:00 bis Fr 26.02.2021 12:00
- Abmeldung bis Mi 31.03.2021 23:59
Details
max. 50 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine
Online Stream:
Montag, 15.00 - 16.30 Uhr
Mittwoch, 15.00 - 16.30 Uhr
Information
Ziele, Inhalte und Methode der Lehrveranstaltung
Art der Leistungskontrolle und erlaubte Hilfsmittel
The evaluation consists of three components: midterm test (30%), final test (30%), and an empirical project (40%). 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, 5th edition), Chapters 8-9, 10.1-10.6.
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Mo 03.05.2021 11:07
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 (dynamic linear panels, panel time series)