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
Terminated in academic year 2011/2012
Macroeconometrics Analysis
| Type of study | Master |
|---|---|
| Language of instruction | Czech |
| Code | 156-0322/03 |
| Abbreviation | MEA |
| Course title | Macroeconometrics Analysis |
| Credits | 2 |
| Coordinating department | Department of Applied Economics |
| Course coordinator | doc. RNDr. Jitka Poměnková, Ph.D. |
Subject syllabus
1 Secondary data and its transformation
2 Data modeling
3 Relations between the cross-sectional data
4 Validation terms of purchasing power parity (stationarity)
5 The effect of socio-economic development on selected indicators of the national economy (structural breaks tests)
6 Taylor rule - the transmission mechanisms of monetary policy (VAR analysis)
7 Causality in Economics
8 Asymmetric shocks
2 Data modeling
3 Relations between the cross-sectional data
4 Validation terms of purchasing power parity (stationarity)
5 The effect of socio-economic development on selected indicators of the national economy (structural breaks tests)
6 Taylor rule - the transmission mechanisms of monetary policy (VAR analysis)
7 Causality in Economics
8 Asymmetric shocks
Literature
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 .
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 .