- Docente: Giorgio Tassinari
- Credits: 6
- SSD: SECS-S/03
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Business Administration (cod. 0897)
Learning outcomes
The aims of the course is to develop student's capabilities in time
series analysis in order to make short-term forecasts and to use
leading indicators and index numbers.
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 ARIMA models
Readings/Bibliography
1. Cipolletta, La congiuntura economica, Il Mulino, capp. 1,2 e 3.
2. and 3 Guarini and Tassinari, Statistica economica, Il Mulino,
pp. 57-76.
4. Cipolletta, capp. 4 e 5; Gary Koop, La logica statistica dei
dati economici, UTET, 2001, cap. 9; materiale sull'indicatore
EuroCOIN disponibile sul sito del docente.
5. Guarini e Tassinari, cap.1.
7. Barontini, La valutazione del merito di credito, Il Mulino, Bologna, Cap. 1 Slides on teacher's website: cms.stat.unibo.it/tassinari
Teaching methods
Lectures and tutorials
Assessment methods
Written exam
Teaching tools
Slides and lectures' notes on http://www2.stat.unibo.it/tassinarig/default.htm
Links to further information
Office hours
See the website of Giorgio Tassinari