Macroeconomic Analysis
The course is not on the list Without time-table
| Code | Completion | Credits | Range | Language |
|---|---|---|---|---|
| G63C0201 | ZK | 3 | 0P+2C | Czech |
- Garant předmětu:
- Lecturer:
- Tutor:
- Supervisor:
- Institute of Economic Studies
- Synopsis:
-
The course is focused on the application of intermediate econometric models.
- Requirements:
-
To be admitted to the exam the student needs to obtain at least 50 % of the total score based on activities during the semestre. The exam is based on an exam work and its defense and a successful student receives at least 50 % of the total score.
- Syllabus of lectures:
-
Time series properties
ARMA, ARIMA
OLS, GMM
ARCH, GARCH
cointegration
VAR, VECM
Monte Carlo simulation
- Syllabus of tutorials:
- Study Objective:
-
To learn to apply econometric models.
- Study materials:
-
Verbeek M (2012) A Guide to Modern Econometrics.
free access materials
- Note:
- Further information:
- No time-table has been prepared for this course
- The course is a part of the following study plans:
-
- N-PRI-prez.forma od 15/16 (compulsory elective course)
- N-RRP-prez.forma od 15/16 (compulsory elective course)