156-0322/02 – Macroeconometrics Analysis (MEA)

Gurantor departmentDepartment of Applied EconomicsCredits2
Subject guarantordoc. RNDr. Jitka Poměnková, Ph.D.Subject version guarantordoc. RNDr. Jitka Poměnková, Ph.D.
Study levelundergraduate or graduateRequirementChoice-compulsory
Year2Semesterwinter
Study languageCzech
Year of introduction2004/2005Year of cancellation2015/2016
Intended for the facultiesEKFIntended for study typesFollow-up Master
Instruction secured by
LoginNameTuitorTeacher giving lectures
POM0021 doc. RNDr. Jitka Poměnková, Ph.D.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Credit 0+2

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:

ARLT, A., ARLTOVÁ, M. Economic time series. Properties, methods, modeling, examples and applications. GRADA Publishing, Praha 2007, 285 s., ISBN 978-80-247-1319-9 SEDDIGHI, H. Introductory Econometrics: A Practical Approach. New York, 2012, 382 p., ISBN 978-0-4155-66886 CIPRA, T. Financial econometrics, Ekopress, Praha 2008, 538 s., ISBN 978-80-86929-43-9

Recommended literature:

WOOLDRIDGE, J. Introductory Econometrics: A Modern Approach, South-Western Collegue Pub., 2009, 863s., ISBN 978-324-66054-8 WOOLDRIDGE, Jeffrey, M. Econometric Analysis of Cross Section and Panel Data. Cambridge (USA): 2010, MIT. ISBN 978-262-23258-6. STEHLÍKOVÁ, B., TIRPÁKOVÁ, A., POMĚNKOVÁ, J., MARKECHOVÁ, D. Research methodology and statistical inference. 9. vyd. Brno: Folia univ. agric. et silvic. Mendel. Brun., 2009. II. ISBN 978-80-7375-362-7.

Way of continuous check of knowledge in the course of semester

E-learning

Další požadavky na studenta

Completing the course: B Statistics, Econometrics

Prerequisities

Subject codeAbbreviationTitleRequirement
151-0334 Stat B Statistics B Recommended

Co-requisities

Subject has no co-requisities.

Subject syllabus:

Secondary data and its transformation 2 Data modeling 3 Relations between the cross-sectional data 4 Validation terms of purchasing power parity (stationarity) 5 The effect of socio-economic development on selected indicators of the national economy (structural breaks tests) 6 Taylor rule - the transmission mechanisms of monetary policy (VAR analysis) 7 Causality in Economics 8 Asymmetric shocks

Conditions for subject completion

Full-time form (validity from: 1960/1961 Summer semester, validity until: 2015/2016 Summer semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Exercises evaluation Credit 85 (85) 0
        Other task type Other task type 85  0
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.FormStudy language Tut. centreYearWSType of duty
2014/2015 (N6202) Economic Policy and Administration (6202T040) Regional Development P Czech Ostrava Choice-compulsory study plan
2014/2015 (N6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 2 Compulsory study plan
2013/2014 (N6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 2 Compulsory study plan
2013/2014 (N6202) Economic Policy and Administration (6202T027) National Economy (00) National Economy P Czech Ostrava 2 Compulsory study plan
2013/2014 (N6202) Economic Policy and Administration (6202T040) Regional Development P Czech Ostrava Choice-compulsory study plan
2013/2014 (N6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 2 Choice-compulsory study plan
2013/2014 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 2 Choice-compulsory study plan
2013/2014 (N6202) Economic Policy and Administration (6202T040) Regional Development (00) Regional Development P Czech Ostrava Choice-compulsory study plan
2012/2013 (N6202) Economic Policy and Administration (6202T027) National Economy (00) National Economy P Czech Ostrava 2 Compulsory study plan
2012/2013 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 2 Choice-compulsory study plan
2011/2012 (N6202) Economic Policy and Administration (6202T027) National Economy (00) National Economy P Czech Ostrava 2 Compulsory study plan
2011/2012 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 2 Choice-compulsory study plan
2010/2011 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 2 Choice-compulsory study plan
2010/2011 (N6202) Economic Policy and Administration (6202T027) National Economy (00) National Economy P Czech Ostrava 2 Compulsory study plan
2009/2010 (N6202) Economic Policy and Administration (6202T027) National Economy (00) National Economy P Czech Ostrava 2 Compulsory study plan
2009/2010 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 1 Choice-compulsory study plan
2008/2009 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 1 Choice-compulsory study plan
2008/2009 (N6202) Economic Policy and Administration (6202T027) National Economy (00) National Economy P Czech Ostrava 2 Compulsory study plan
2007/2008 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 1 Choice-compulsory study plan
2006/2007 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 1 Choice-compulsory study plan
2006/2007 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 4 Compulsory study plan
2005/2006 (N6202) Economic Policy and Administration (6202T010) Finance (00) Finance P Czech Ostrava 1 Choice-compulsory study plan
2005/2006 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 4 Compulsory study plan
2004/2005 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 4 Compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner