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040057 UK Macroeconometrics (MA) (2017S)
Continuous assessment of course work
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Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Friday
03.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
06.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
10.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday
17.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
20.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
24.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
27.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
31.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
03.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
07.04.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
24.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
28.04.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday
05.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
08.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
12.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
15.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
19.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
22.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
26.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
29.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
02.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday
09.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
12.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
16.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
19.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
23.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
26.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
30.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
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.
Minimum requirements and assessment criteria
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.
Examination topics
The course comprises 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.
Reading list
Verbeek: A Guide to Modern Econometrics (Wiley, 4th edition), Chapters 8-9, 10.1-10.6.
Association in the course directory
Last modified: Fr 31.08.2018 08:47
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)