Inhalt

[ 971ATECFAMK19 ] KS Financial and Macroeconometrics

Versionsauswahl
Workload Ausbildungslevel Studienfachbereich VerantwortlicheR Semesterstunden Anbietende Uni
4 ECTS M1 - Master 1. Jahr Volkswirtschaftslehre Jochen Günter 2 SSt Johannes Kepler Universität Linz
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)
Präsenzlehrveranstaltung
Teilungsziffer 200
Zuteilungsverfahren Zuteilung nach Vorrangzahl