- Docente: Giorgio Tassinari
- Credits: 8
- SSD: SECS-S/03
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Business Administration (cod. 0897)
Course contents
1. Business cycles: definition and economic theory. 2. Trend-cycle analysis. 3. Destagionalization. 4 Business cycle analysis. 4.1 Tools for business cycle analysis 4.2 The measurement of business cycle. 4.3 New methods for business cycle measurement: the EuroCOIN indicator by CEPR. 5. Index numbers. 6. Short term forecasting. 6.1 Regression model. 6.2 Exponential smoothing. 6.3 ARMA models 7.Credit risk evaluation. 8 Benchmarking for competitive analysis.
Readings/Bibliography
1. Cipolletta, La congiuntura economica, Il Mulino, chaps.1,2
and 3.
2. and 3 Guarini and Tassinari, Statistica economica, Il Mulino,
pp. 57-76.
4. Cipolletta, chaps. 4 e 5, Gary Koop, La logica sta.tistica
dei dati economici, UTEY, 2001, chap.9, papers about EuroCOIN on
the teacher website
5. Guarini e Tassinari, chap.1.
6. Guizzardi, La previsione economica, Guaraldi, . 2.1,2.2, 4.2.3, 4.2.4, 8, 9.1,92,9.3 10 oppure Guarini-Tassinari, paragrafi 3.2 e 3.3.
7. Barontini, La valutazione del rischio di credito, Il Mulino,
chaps. 1.
8. Class notes available abd paper by Buzzell on the teacher's web site http://www2.stat.unibo.it/tassinarig/default.htm
Teaching methods
Lectures and tutorials
Assessment methods
Written examinations
Teaching tools
Lectures' slides on the teacher's web site: http://www2.stat.unibo.it/tassinarig/default.htm
Lectures notes on the taecher's web site
Office hours
See the website of Giorgio Tassinari