Macroeconometrics

obligatory courses

(in Polish)

Wymagania wstępne

Uczestnicy powinni mieć wcześniej podstawową wiedzę na temat statystyki - statystyki opisowej w zakresie rozumienia pojęć (średnia, odchylenie standardowe, błąd standardowy, itp.) i rozumienia graficznych form przedstawienia (histogram, box-plot, wykres punktowy, itp.), testowanie hipotez i przedziały ufności oraz podstawową znajomość ekonometrii (OLS, autokorelacja, testowania hipotez liniowych itp.

Wymagania formalne

Statystyka, ekonometria,

Założenia wstępne

Analiza danych statystycznych

The seminar aims to provide you with the practical knowledge of the basic methods used in current macroeconometrics practice. It provides an in-depth introduction to the use of econometric techniques on several macroeconomic issues.

The aim of the course is to gain knowledge about the application of econometrics to macroeconomic data. Therefore, each participant will have the opportunity to use these skills in practice. Teams of up to two people will write a research report up to 14 pages on a selected macroeconomic topic. The authors should use the econometric tools shown during the seminar, analyzing the answers to one of the typical macroeconomic issues common in the literature. All teams are required to present their work (max. 15 minutes) after completing the seminar

Practical learning of the basic methods used in the current practice of macroeconometrics. The ability to use econometric techniques in macroeconomic analyzes. The scope of the subject will be divided into two main sections: panel methods used in macroeconomics and time series analysis.

W. Charemza, D. Deadman, Nowa ekonometria, PWE, Warszawa 1997

H. Luetkepohl, New Introduction to Multiple Time Series Analysis, Springer, Berlin 2005

J. M. Wooldridge, Econometric analysis of cross section and panel data, MIT Press 2002

J. Mycielski, Ekonometria, WNE UW, 2009

The aim of the course is to gain knowledge about the use of econometrics in the analysis of macroeconomic data. Therefore, each participant will have the opportunity to use these skills in practice. Teams of up to two people will be asked to write a thesis for 14 pages on a chosen macroeconomic topic. The authors should use the econometric tools shown during the seminar, analyzing the answers to one of the typical macroeconomic issues common in the literature. All teams are required to present their work (max. 15 minutes) after completing the seminar as a presentation.

KW01, KW02, KW03, KW04, KW05, KU01, KU02, KU03, KU04, KU05, KU06, KU07, KK01, KK02, KK03

Approved abstract - 25% of the final grade

The final version of the work with the prepared macroeconomic model - 50%

Presentation - 25%

Teams of up to two people will be asked to write a thesis for 14 pages on a chosen macroeconomic topic. The authors should use the econometric tools shown during the seminar, analyzing the answers to one of the typical macroeconomic issues common in the literature. All teams are required to present their work (max. 15 minutes) after completing the seminar as a presentation.