| Detailinformationen |
| Quellcurriculum |
Masterstudium Economics 2019W |
| Ziele |
Understanding the theory and application of econometric methods for addressing macroeconomic questions.
|
| Lehrinhalte |
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
|
| Beurteilungskriterien |
Homework Assignments, Written Final Exam
|
| Lehrmethoden |
Presentation and Discussion of Econometric Theory, Application, and Examples
|
| Abhaltungssprache |
Englisch |
| Literatur |
Enders, Walter (2010). Applied Econometric Time Series. 3rd edition. John Wiley & Sons.
|
| Lehrinhalte wechselnd? |
Nein |
| Sonstige Informationen |
The Department of Economics recommends to take the Microeconometrics and the Macroeconometrics courses after both Econometrics II courses. Further information: http://www.econ.jku.at/2382/ .
|
| Äquivalenzen |
2AOSMAKK / 971ATECMACK17: KS Macroeconometrics (4 ECTS)
|
