Inhalt

[ 2AOSMAKK ] KS Macroeconometrics

Versionsauswahl
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Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS D - Diploma programme Economics Jochen G√ľnter 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Diploma programme (*)Wirtschaftswissenschaften 2009W
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: http://www.econ.jku.at/2382/ .
On-site course
Maximum number of participants 200
Assignment procedure Assignment according to priority