| 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: http://www.econ.jku.at/2382/ .
|
| Corresponding lecture |
(*)2AOSMAKK: KS Macroeconometrics (4 ECTS)
|
| Earlier variants |
They also cover the requirements of the curriculum (from - to)
2AOSMAKK: KS Macroeconometrics (2007W-2017S)
|
