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Macroeconometrics Analysis

Macroeconometrics Analysis
156-0322/01
čeština Macroeconometrics Analysis
156-0322/03
čeština Macroeconometrics Analysis
156-0322/02
čeština

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.

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

Advised 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 .


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Language of instruction čeština, čeština, čeština
Code 156-0322
Abbreviation MEA
Course title Macroeconometrics Analysis
Coordinating department Department of Applied Economics
Course coordinator doc. RNDr. Jitka Poměnková, Ph.D.