Diplomandenseminar

Dozent/in:

Christian Proaño

Angaben:

Seminar, 2 SWS

Termine:

Zeit und Ort nach Vereinbarung

Ü: Applied Economic Research 1: Übung: Empirical Methods in Monetary Macroeconomics

Dozent/in:

Naira Kotb

Angaben:

Übung, 2 SWS

Termine:

Do, 10:00 - 12:00, F21/02.31

Inhalt:

This course introduces the main empirical methods used in monetary macroeconomics. After a brief review of univariate time series analysis, alternative time series decomposition methods such as the Hodrick-Prescott Filter are discussed. Then, the modeling of the interaction between monetary policy actions and key financial and monetary aggregates through so-called vector-autoregression (VAR) and vector-error-correction (VECM) models will be discussed in detail. Time permitting, issues like real-time data and forecasting will also be discussed.

Ü: Applied Economic Research 2: Übung: Computational Methods for Economic Research

Dozent/in:

Rafael Kothe

Angaben:

Übung, 2 SWS

Termine:

Do, 12:00 - 14:00, RZ/01.02

Inhalt:

Data handling and visualization, model simulation techniques and statistical analysis at a graduate level will be discussed throughout the course. Students will be made familiar with a widespread programming language such as Python or MATLAB/Octave.

Ü: Übung zu Advanced Macroeconomics

Dozent/in:

Naira Kotb

Angaben:

Übung, 2 SWS

Termine:

Di, 10:00 - 12:00, RZ/00.07

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 policy-making, in particular regarding the proper design of fiscal and monetary policies. The course begins with a discussion of empirical facts regarding business cycles and growth. The second part of the course deals in more detail with several macroeconomic models based on intertemporal optimization along the New Neoclassical Consensus approach. 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

Dozent/in:

Christian Proaño

Angaben:

Vorlesung, 2 SWS, ECTS: 6

Termine:

Mo, 12:00 - 14:00, F21/01.37

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 policy-making, in particular regarding the proper design of fiscal and monetary policies. The course begins with a discussion of empirical facts regarding business cycles and growth. The second part of the course deals in more detail with several macroeconomic models based on intertemporal optimization along the New Neoclassical Consensus approach. 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: Applied Economic Research 2: Computational Methods for Economic Research

Dozent/in:

Christian Proaño

Angaben:

Vorlesung, 2 SWS, ECTS: 6

Termine:

Mi, 10:00 - 12:00, RZ/00.06

Inhalt:

Data handling and visualization, model simulation techniques and statistical analysis at a graduate level will be discussed throughout the course. Students will be made familiar with a widespread programming language such as Python or MATLAB/Octave.

V: Applied Economic Research 1: Empirical Methods in Monetary Macroeconomics

Dozent/in:

Christian Proaño

Angaben:

Vorlesung, 2 SWS, ECTS: 6

Termine:

Di, 12:00 - 14:00, F21/03.02

Inhalt:

This course introduces the main empirical methods used in monetary macroeconomics. After a brief review of univariate time series analysis, alternative time series decomposition methods such as the Hodrick-Prescott Filter are discussed. Then, the modeling of the interaction between monetary policy actions and key financial and monetary aggregates through so-called vector-autoregression (VAR) and vector-error-correction (VECM) models will be discussed in detail. Time permitting, issues like real-time data and forecasting will also be discussed.