- Docente: Roberto Golinelli
- Credits: 5
- SSD: SECS-P/05
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Economics and Economic Policy (cod. 8420)
Learning outcomes
The aim of the course is to introduce the basic methods to quantitatively study the relationships among macroeconomic variables measured by time series. At the end of the course, students will be able to understand papers in this field of reserach and to use make their own empirical analyses with econometric software.
Course contents
1. Integration
2. Cointegration
3. Macroeconometric models currently used to forecast and policy
analyses
Readings/Bibliography
During the course, papers, handouts, data and software will be
provided by the teacher.
Textbook for students not attending the lectures: Verbeek, A Guide
to Modern Econometrics, John Wiley and Sons (chapters: 1, 2, 3, 4,
8, 9)
Further redings:
Enders, Applied Econometric Time Series, John Wiley and
Sons
Hamilton, Time Series Analysis, Princeton University
Press
Teaching methods
Each lecture presents both theoretical and applied aspects of the econometric method, by using the PC screen in class to show main outcomes of the regression analysis.
Assessment methods
The final examination is a paper based on real-word macroeconomic time series, and the discussion of it with the teacher.
Students not attending the lectures are requested to make a written exam.
Teaching tools
Methodological lectures and lab PC applications
Links to further information
https://sites.google.com/site/robigolinelli/teaching/micromacro
Office hours
See the website of Roberto Golinelli