040057 UK Macroeconometrics (MA) (2018S)
Continuous assessment of course work
Labels
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from We 14.02.2018 09:00 to We 21.02.2018 12:00
- Deregistration possible until We 14.03.2018 23:59
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Friday
02.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
05.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
09.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday
16.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
19.03.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
23.03.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
09.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
13.04.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
16.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
20.04.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
23.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
27.04.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
30.04.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
04.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
07.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
11.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
14.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
18.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday
25.05.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
28.05.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
01.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
04.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
08.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
11.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
15.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
18.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
22.06.
11:30 - 13:00
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday
25.06.
15:00 - 16:30
Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Friday
29.06.
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: Mo 07.09.2020 15:28
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)