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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Econometrics and economic applications

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Code Completion Credits Range Language
BE1M16EKM Z,ZK 4 2P+2S English
Lecturer:
Lubomír Lízal (guarantor), Sherzod Tashpulatov
Tutor:
Lubomír Lízal (guarantor), Sherzod Tashpulatov
Supervisor:
Department of Economics, Management and Humanities
Synopsis:

History of Econometrics, econometric models, input-output models, modelling of demand, time series models, production functions, linear regression models, simultaneous equations models, econometric analysis of economic situation

Requirements:

https://ekonom.feld.cvut.cz/web/index.php?option=com_content&task=section&id=7&Itemid=236

Syllabus of lectures:

1.Characteristics of Econometrics and its History. Econometric Models

2.Input- Output Models

3.Price Calculations and I-O models

4.Demand Models

5.Special Time Series Models

6.Autocorrelation

7.Exponential Smoothing

8.Production Functions

9.Linear Regression Models (LRM)

10.LRM for Forecasting

11.Problems in LRM and their Removal

12.Simultaneous Equations. Double-Stages Least Squares Method

13.Econometric Analysis of Economic Situation

14.Summary

Syllabus of tutorials:

1.Introduction

2.I-O Models - money units

3.I-O Models - natural units

4.Price Calculations in I-O Balance

5.Demand Models

6.Special Time Series Models

7.Autocorrelation.Exponential Smoothing

8.Control Test

9.Linear Regression Models

10.LRM for Forecasting

11.Problems in LRM and their Removal

12.Double-Stages Least Squares Method

13.Econometric Analysis of Economic Situation

14.Conclusion

Study Objective:
Study materials:

1.William H. Greene: Econometric Analysis,Oxford University Press,2008

2.Paul A Ruud: Introduction Classical Econometric Theory, Oxford University Press, 2005

3. Peter C.B. Phillips: Econometric Theory, Cambridge Uniersity Press, 2002

Note:
Further information:
https://moodle.fel.cvut.cz/divize/13116/Katedra_ekonomiky__manazerstvi_a_humanitnich_ved
Time-table for winter semester 2019/2020:
Time-table is not available yet
Time-table for summer semester 2019/2020:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2020-07-10
For updated information see http://bilakniha.cvut.cz/en/predmet5606406.html