|
|
Einrichtungen >> Fakultät Sozial- und Wirtschaftswissenschaften >> Bereich Volkswirtschaftslehre >>
|
Professur für Volkswirtschaftslehre, insbes. Angewandte Wirtschaftsforschung
| |
Angewandte Wirtschaftsforschung 1: Übung A zu Macroeconometric Analysis -
- Dozent/in:
- Tomasz Makarewicz
- Angaben:
- Übung, 2 SWS
- Termine:
- Mo, 14:00 - 16:00, RZ/00.06
- 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.
|
| |
Angewandte Wirtschaftsforschung 1: Übung B zu Macroeconometric Analysis -
- Dozent/in:
- Tomasz Makarewicz
- Angaben:
- Übung, 2 SWS
- Termine:
- Di, 14:00 - 16:00, RZ/00.06
- 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.
|
| |
V/S: Advanced Macroeconomics -
- Dozent/in:
- Christian Proaño
- Angaben:
- Vorlesung, 2 SWS
- Termine:
- Mo, 10:00 - 12:00, F21/02.55
- Inhalt:
- Macroeconomic analysis is primarily concerned with two issues: (i) developing positive models in order to understand the dynamics of key macroeconomic variables such as output, employment, unemployment, inflation, interest rates, etc.; and (ii) deriving normative prescriptions for macroeconomic policymaking, in particular regarding the proper setting of fiscal and monetary policies. The course begins with a discussion of empirical facts regarding business cycles and growth to be explained by macroeconomic models and then provides an example of the role of economic policy as a macroeconomic stabilization mechanism based on a traditional reduced-form model of the macro-economy. The second part of the course deals in more detail with several building blocks for macroeconomic models based on intertemporal optimization along the neoclassical tradition. The third part of the course focuses in contrast on the caveats of this theoretical framework, as well as on the alternative modeling approaches.
|
| |
V/S: Advanced Macroeconomics: Übung A zu Advanced Macroeconomics -
- Dozent/in:
- Benjamin Lojak
- Angaben:
- Übung, 2 SWS
- Termine:
- Di, 12:00 - 14:00, F21/03.01
- Inhalt:
- Macroeconomic analysis is primarily concerned with two issues: (i) developing positive models in order to understand the dynamics of key macroeconomic variables such as output, employment, unemployment, inflation, interest rates, etc.; and (ii) deriving normative prescriptions for macroeconomic policymaking, in particular regarding the proper setting of fiscal and monetary policies. The course begins with a discussion of empirical facts regarding business cycles and growth to be explained by macroeconomic models and then provides an example of the role of economic policy as a macroeconomic stabilization mechanism based on a traditional reduced-form model of the macro-economy. The second part of the course deals in more detail with several building blocks for macroeconomic models based on intertemporal optimization along the neoclassical tradition. The third part of the course focuses in contrast on the caveats of this theoretical framework, as well as on the alternative modeling approaches.
|
| |
V/S: Advanced Macroeconomics: Übung B zu Advanced Macroeconomics -
- Dozent/in:
- Benjamin Lojak
- Angaben:
- Übung, 2 SWS
- Termine:
- Mi, 16:00 - 18:00, F21/02.41
- Inhalt:
- Macroeconomic analysis is primarily concerned with two issues: (i) developing positive models in order to understand the dynamics of key macroeconomic variables such as output, employment, unemployment, inflation, interest rates, etc.; and (ii) deriving normative prescriptions for macroeconomic policymaking, in particular regarding the proper setting of fiscal and monetary policies. The course begins with a discussion of empirical facts regarding business cycles and growth to be explained by macroeconomic models and then provides an example of the role of economic policy as a macroeconomic stabilization mechanism based on a traditional reduced-form model of the macro-economy. The second part of the course deals in more detail with several building blocks for macroeconomic models based on intertemporal optimization along the neoclassical tradition. The third part of the course focuses in contrast on the caveats of this theoretical framework, as well as on the alternative modeling approaches.
|
| |
V/S: Angewandte Wirtschaftsforschung 1: Macroeconometric Analysis -
- Dozent/in:
- Christian Proaño
- Angaben:
- Vorlesung, 2 SWS
- Termine:
- Mi, 14:00 - 16:00, F21/03.01
- 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.
|
| |
V/S: Angewandte Wirtschaftsforschung 3: Causes and Macroeconomic Implications of Inequality -
- Dozent/in:
- Sebastian Gechert
- Angaben:
- Blockseminar, 3 SWS
- Termine:
- Einzeltermin am 19.10.2017, 14:00 - 18:00, FMA/00.08
Einzeltermin am 20.10.2017, 8:00 - 12:00, FMA/00.08
Einzeltermin am 2.11.2017, 14:00 - 18:00, FMA/00.08
Einzeltermin am 3.11.2017, 8:00 - 12:00, FMA/00.08
Einzeltermin am 30.11.2017, 14:00 - 18:00, FMA/00.08
Einzeltermin am 1.12.2017, 8:00 - 12:00, FMA/00.08
Einzeltermin am 7.12.2017, 14:00 - 18:00, FMA/00.08
Einzeltermin am 8.12.2017, 8:00 - 12:00, RZ/00.05
Einzeltermin am 14.12.2017, 14:00 - 18:00, FMA/00.08
Einzeltermin am 15.12.2017, 8:00 - 12:00, RZ/00.07
Einzeltermine
- Inhalt:
- The course is intended to give students an introduction into the causes, effects and policy implications of inequality of income and wealth with a focus on macroeconomic implications. Basic knowledge of concepts of measurement of inequality is required. After successful completion of the course, students should be able to approach the related academic literature as well as current policy debates. In the applied parts of the course, we will use Stata /gretl in order to approach a micro dataset. Acquiring of some basic knowledge of Stata is recommended. There are some good online tutorials available.
|
|
 |
|
|
UnivIS ist ein Produkt der Config eG, Buckenhof |
|
|