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37455 - Macroeconometrics

Academic Year 2021/2022

                
                        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)

                            Teaching resources on Virtuale

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 tounderstandpapers in thisfield of reserach and to use make their own empirical analyseswith 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 softwarewill 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. For this, attending the lectures is very important.

Assessment methods

The final examination is in two parts: (1) a paper based on real-word macroeconomic time series, and the discussion of it with the teacher, (2) a written exam (oral in case of pandemic) based on the methodological aspects of the discipline.

Students not attending the lectures are requested to make a written exam.

Scale of assessment: <18: insufficient; 18-23: sufficient; 24-27:good; 28-30: very good; 30 e lode: outstanding.

Teaching tools

Methodological lectures and lab PC applications

Links to further information

https://virtuale.unibo.it/course/view.php?id=25922

Office hours

See the website of Roberto Golinelli

SDGs

This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.