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Lehrveranstaltungen
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Angewandte VWL: Übung zu Growth, Development and Sustainability -
- Dozent/in:
- Juan Carlos Peña
- Angaben:
- Vorlesung, 2 SWS
- Termine:
- Mi, 12:00 - 14:00, FMA/01.19
Einzeltermin am 21.11.2019, 12:00 - 14:00, FMA/01.19
Einzeltermin am 22.1.2020, 12:00 - 14:00, RZ/00.06
- Inhalt:
- The course is intended to give students an introduction into theories and stylized facts of long-term economic growth and sustainability. Models of various schools of economic thought will be discussed and compared to each other. The relation of growth, environmental issues and inequality will be explored. After successful completion of the course, students should be able to approach the related academic literature as well as current policy debates. Knowledge of basic concepts of macroeconomics and microeconomics is required. Students should have completed the respective introductory courses.
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V/S: Angewandte Wirtschaftsforschung 1: Übung zu Macroeconometric Analysis -
- Dozent/in:
- Juan Carlos Peña
- Angaben:
- Übung, 2 SWS
- Termine:
- Di, 10:00 - 12:00, RZ/00.05
Einzeltermin am 6.11.2019, 14:00 - 16:00, RZ/00.05
- Inhalt:
- This course focuses on advanced methods for macroeconometric analysis. After a brief review of univariate covariance-stationary processes and the ARMA model class, alternative time series decomposition methods such as the Hodrick-Prescott Filter as well as frequency-based filtering methods such as the Baxter-King Filter are discussed. Still in the covariance-stationary domain, the VAR model class for the analysis of multivariate covariance-stationary processes is discussed in detail. As next, non-stationary time series processes are introduced, as well as the main unit root tests. On this basis, the concept of cointegration, as well as the corresponding VECM model class is introduced and discussed in detail. Time permitting, other advanced frameworks for the modeling of different types of nonlinear behavior will be discussed.
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UnivIS ist ein Produkt der Config eG, Buckenhof |
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