040057 UK Macroeconometrics (MA) (2019S)
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 Mo 11.02.2019 09:00 to We 20.02.2019 12:00
- Registration is open from Tu 26.02.2019 09:00 to We 27.02.2019 12:00
- Deregistration possible until Th 14.03.2019 23:59
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Friday 01.03. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 04.03. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 08.03. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 11.03. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 15.03. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 18.03. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 22.03. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 25.03. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 29.03. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 01.04. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 05.04. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 08.04. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 12.04. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 29.04. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 03.05. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 06.05. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 10.05. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 13.05. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 17.05. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 20.05. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 24.05. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 27.05. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 31.05. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 03.06. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 07.06. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Friday 14.06. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 17.06. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 21.06. 11:30 - 13:00 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Monday 24.06. 15:00 - 16:30 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
- Friday 28.06. 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 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.
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. 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.
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)