[ 977ANMEFAMK22 ] KS Financial and Macroeconometrics

Es ist eine neuere Version 2023W dieser LV im Curriculum Master's programme Business Informatics 2023W vorhanden.
Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS M1 - Master's programme 1. year Economics Jochen G√ľntner 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Master's programme Economic and Business Analytics 2021W
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
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 / 971ATECMACK17: KS Macroeconometrics (4 ECTS)
Earlier variants They also cover the requirements of the curriculum (from - to)
971ATECFAMK19: KS Financial and Macroeconometrics (2019W-2022S)
On-site course
Maximum number of participants 200
Assignment procedure Assignment according to priority