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Curso : 2019/2020

525 - Master's in Economics

61340 - Econometrics: a Case Study


Información del Plan Docente

Academic Year:
2019/20
Subject:
61340 - Econometrics: a Case Study
Faculty / School:
109 -
Degree:
525 - Master's in Economics
ECTS:
3.0
Year:
1
Semester:
Second semester
Subject Type:
Optional
Module:
---

1.General information

1.1.Aims of the course

1.2.Context and importance of this course in the degree

1.3.Recommendations to take this course

2.Learning goals

2.1.Competences

2.2.Learning goals

2.3.Importance of learning goals

3.Assessment (1st and 2nd call)

3.1.Assessment tasks (description of tasks, marking system and assessment criteria)

4.Methodology, learning tasks, syllabus and resources

4.1.Methodological overview

The methodology followed in this course is oriented towards achievement of the learning objectives. A wide range of teaching and learning tasks are implemented, such as lectures, student participation, practical activities and autonoomus work (preparation of classes, readings, problems). The practical part prevails over the theoretical one.

Computing resources will be used, especially GRETL, STATA and GAUSS.

4.2.Learning tasks

The course includes the following learning tasks: 

  • Lectures (20 hours): compulsory attendace
  • Autonomous work (45 hours): preparation of coursework and assignments, and study
  • Presentation and defense of assignments (10 hours): compulsory attendance 

4.3.Syllabus

The course will address the following topics:

Topic 1. Introduction

Topic 2. Prices, inflation and Exchange rates

Topic 3. Labour market: structuralist models vs hysteresis

Topic 4. Economic cycles

Topic 5. Stochastic convergence

Topic 6. Public Sector models

4.4.Course planning and calendar

Provisional calendar of dates: 

 

Topic

Dates

Prices, inflation and Exchange rates

-          Persistence

-          Fractional Integration

-          Threshold models

-          STAR models

 2nd week February

Labour market: structuralist models vs hysteresis

-          Structural change

-          Bai-Perron methodology

4th week February

     Economic cycles

-         Markov-Switching models

-         Cycle concordance

-         Cycle dating

2nd week March

     Stochastic convergence

-          Unit root tests

-          Stationarity tests

-          Deterministic trends

4th week March

     Public Sector models

-          Cointegration

-          Error correction mechanism

-          Johansen methodology

2nd week April

Presentation and discussion of assignments

May

 

4.5.Bibliography and recommended resources


Curso : 2019/2020

525 - Master's in Economics

61340 - Econometrics: a Case Study


Información del Plan Docente

Academic Year:
2019/20
Subject:
61340 - Econometrics: a Case Study
Faculty / School:
109 -
Degree:
525 - Master's in Economics
ECTS:
3.0
Year:
1
Semester:
Second semester
Subject Type:
Optional
Module:
---

1.General information

1.1.Aims of the course

1.2.Context and importance of this course in the degree

1.3.Recommendations to take this course

2.Learning goals

2.1.Competences

2.2.Learning goals

2.3.Importance of learning goals

3.Assessment (1st and 2nd call)

3.1.Assessment tasks (description of tasks, marking system and assessment criteria)

4.Methodology, learning tasks, syllabus and resources

4.1.Methodological overview

The methodology followed in this course is oriented towards achievement of the learning objectives. A wide range of teaching and learning tasks are implemented, such as lectures, student participation, practical activities and autonoomus work (preparation of classes, readings, problems). The practical part prevails over the theoretical one.

Computing resources will be used, especially GRETL, STATA and GAUSS.

4.2.Learning tasks

The course includes the following learning tasks: 

  • Lectures (20 hours): compulsory attendace
  • Autonomous work (45 hours): preparation of coursework and assignments, and study
  • Presentation and defense of assignments (10 hours): compulsory attendance 

4.3.Syllabus

The course will address the following topics:

Topic 1. Introduction

Topic 2. Prices, inflation and Exchange rates

Topic 3. Labour market: structuralist models vs hysteresis

Topic 4. Economic cycles

Topic 5. Stochastic convergence

Topic 6. Public Sector models

4.4.Course planning and calendar

Provisional calendar of dates: 

 

Topic

Dates

Prices, inflation and Exchange rates

-          Persistence

-          Fractional Integration

-          Threshold models

-          STAR models

 2nd week February

Labour market: structuralist models vs hysteresis

-          Structural change

-          Bai-Perron methodology

4th week February

     Economic cycles

-         Markov-Switching models

-         Cycle concordance

-         Cycle dating

2nd week March

     Stochastic convergence

-          Unit root tests

-          Stationarity tests

-          Deterministic trends

4th week March

     Public Sector models

-          Cointegration

-          Error correction mechanism

-          Johansen methodology

2nd week April

Presentation and discussion of assignments

May

 

4.5.Bibliography and recommended resources