Courses Master Display 2014-2015
Course Description | To PDF | |||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Course title | Empirical Econometrics 2 | |||||||||||||||||||||||||||||||||||||||
Course code | EBC4205 | |||||||||||||||||||||||||||||||||||||||
ECTS credits | 6,5 | |||||||||||||||||||||||||||||||||||||||
Assessment | None | |||||||||||||||||||||||||||||||||||||||
Period |
|
|||||||||||||||||||||||||||||||||||||||
Level | Advanced | |||||||||||||||||||||||||||||||||||||||
Coordinator |
Jean-Pierre Urbain For more information: j.urbain@maastrichtuniversity.nl |
|||||||||||||||||||||||||||||||||||||||
Language of instruction | English | |||||||||||||||||||||||||||||||||||||||
Goals |
Students will learn how to apply and interpret econometrics and statistical techniques that are essential for empirical research in macroeconomics, monetary economics, growth, financeā¦ The emphasis will be on the understanding the fundamentals behind the techniques used, their applicability, empirical relevance, economic interpretation, their limitations, both from an empirical and methodological point of view.
|
|||||||||||||||||||||||||||||||||||||||
Description |
The course is an applied course that will covers various topics related to macro/finance/growth type of applications such as Structural VAR, economic policy evaluation, growth and convergence, contagion and financial crises, empirical analysis of intertemporal macroeconomic or financial models , applied DGSE, .. Each topic is empirically driven in that it is motivated by choosing one (or more) empirical papers published in a leading economic journal illustrating the use of the techniques. The paper will be studied and the techniques used will be explained and discussed.
|
|||||||||||||||||||||||||||||||||||||||
Literature |
Stock. J. and M. Watson (2010), Introduction to Econometrics (Addison Wesley), Canova , F. (2005), Methods for Applied Macroeconomic Research (Princeton University Press), empirical papers from top economic journals
|
|||||||||||||||||||||||||||||||||||||||
Prerequisites |
Empirical Econometrics I
|
|||||||||||||||||||||||||||||||||||||||
Teaching methods (indicative; course manual is definitive) | PBL / Presentation / Lecture / Assignment | |||||||||||||||||||||||||||||||||||||||
Assessment methods (indicative; course manual is definitive) | Final Paper / Attendance / Participation / Written Exam | |||||||||||||||||||||||||||||||||||||||
Evaluation in previous academic year | For the complete evaluation of this course please click "here" | |||||||||||||||||||||||||||||||||||||||
This course belongs to the following programmes / specialisations |
|