Macroeconometrics 2400-M2EMMAK
Practical learning of the basic methods used in the current practice of macroeconometrics. The ability to use econometric techniques in macroeconomic analyzes. The scope of the subject will be divided into two main sections: panel methods used in macroeconomics and time series analysis.
Type of course
Prerequisites (description)
Course coordinators
Learning outcomes
The aim of the course is to gain knowledge about the use of econometrics in the analysis of macroeconomic data. Therefore, each participant will have the opportunity to use these skills in practice. Teams of up to two people will be asked to write a thesis for 14 pages on a chosen macroeconomic topic. The authors should use the econometric tools shown during the seminar, analyzing the answers to one of the typical macroeconomic issues common in the literature. All teams are required to present their work (max. 15 minutes) after completing the seminar as a presentation.
KW01, KW02, KW03, KW04, KW05, KU01, KU02, KU03, KU04, KU05, KU06, KU07, KK01, KK02, KK03
Assessment criteria
Approved abstract - 25% of the final grade
The final version of the work with the prepared macroeconomic model - 50%
Presentation - 25%
Teams of up to two people will be asked to write a thesis for 14 pages on a chosen macroeconomic topic. The authors should use the econometric tools shown during the seminar, analyzing the answers to one of the typical macroeconomic issues common in the literature. All teams are required to present their work (max. 15 minutes) after completing the seminar as a presentation.
Bibliography
W. Charemza, D. Deadman, Nowa ekonometria, PWE, Warszawa 1997
H. Luetkepohl, New Introduction to Multiple Time Series Analysis, Springer, Berlin 2005
J. M. Wooldridge, Econometric analysis of cross section and panel data, MIT Press 2002
J. Mycielski, Ekonometria, WNE UW, 2009
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: