[ 971ATECMACK17 ] KS Macroeconometrics

Es ist eine neuere Version 2019W dieser LV im Curriculum Master's programme Social Economics 2021W vorhanden.
(*) Unfortunately this information is not available in english.
Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS M1 - Master's programme 1. year Economics Jochen G√ľnter 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Master's programme Economics 2017W
Objectives Understanding the theory and application of econometric methods for addressing macroeconomic questions.
Subject 1. The Concept of Time Series 2. Difference Equations and their Solution 3. Maximum Likelihood Estimation 4. Stationary Time-Series Models 5. Deterministic and Stochastic Trends 6. Modeling Time-Varying Volatility 7. Vector Autoregressive (VAR) Models 8. Cointegration and Vector-Error-Correction (VEC) Models
Criteria for evaluation Homework Assignments, Written Final Exam
Methods Presentation and Discussion of Econometric Theory, Application, and Examples
Language English
Study material Enders, Walter (2010). Applied Econometric Time Series. 3rd edition. John Wiley & Sons.
Changing subject? No
Further information The Department of Economics recommends to take the Microeconometrics and the Macroeconometrics courses after both Econometrics II courses. Further information: .
Corresponding lecture (*)2AOSMAKK: KS Macroeconometrics (4 ECTS)
Earlier variants They also cover the requirements of the curriculum (from - to)
2AOSMAKK: KS Macroeconometrics (2007W-2017S)
On-site course
Maximum number of participants 200
Assignment procedure Assignment according to priority