156-0322/01 – Macroeconometrics Analysis (MEA)
Gurantor department | Department of Applied Economics | Credits | 3 |
Subject guarantor | doc. RNDr. Jitka Poměnková, Ph.D. | Subject version guarantor | doc. RNDr. Jitka Poměnková, Ph.D. |
Study level | undergraduate or graduate | Requirement | Compulsory |
Year | 4 | Semester | winter |
| | Study language | Czech |
Year of introduction | 2004/2005 | Year of cancellation | 2011/2012 |
Intended for the faculties | EKF | Intended for study types | Master |
Subject aims expressed by acquired skills and competences
The aim of the course is to deepen the students' theoretical knowledge of econometric analysis and learn how to apply this knowledge in the analysis of macroeconomic data. The issue of the course deals with the question how the analysis of macroeconomic time series and cross-sectional data. The emphasis of the course is placed on the application and interpretation.
Teaching methods
Seminars
Tutorials
Summary
The course of macroeconometric analysis presents different approaches and aspects of data modeling. Moreover, students learn VAR models and cointegration analysis, the issue of causality and asymmetric shocks. The individuals will be able to categorise the difference among the countries with using the econometrics methods.
Compulsory literature:
Recommended literature:
Way of continuous check of knowledge in the course of semester
E-learning
Other requirements
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Prerequisities
Co-requisities
Subject has no co-requisities.
Subject syllabus:
1) Macro econometric analysis as empirical discipline
2) Getting to know applied software
3) Basic principles of dealing with economic data
4) Descriptive statistics in practice
5) Analysis and estimation of time series
6) Regression analysis application
7) Econometric analysis of time series
8) Vector autoregression and its application
9) Cross-country regression
10) Panel data regression
11) Modeling variability of time series
12) Practical application
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
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