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Instructors: Prof. Dr. Melanie Krause Ph.D.
Event type:
Interactive class
Displayed in timetable as:
Hours per week:
3
Credits:
6,0
Language of instruction:
English
Min. | Max. participants:
- | 45
More information:
In order to answer big macroeconomic questions of our time, we find that a lot of data is available as time series or panel data sets. Examples are series quarterly consumption and investment data, daily exchange rate series or income per capita panel data sets of a global sample of countries over the last decades. In this course we will (i) study the econometric tools which are used to analyze such data and (ii) apply them to real world data with the help of the statistical software Stata.
Comments/contents:
In order to answer big macroeconomic questions of our time, we find that a lot of data is available as time series or panel data sets. Examples are series quarterly consumption and investment data, daily exchange rate series or income per capita panel data sets of a global sample of countries over the last decades. In this course we will (i) study the econometric tools which are used to analyze such data and (ii) apply them to real world data with the help of the statistical software STATA.
Learning objectives:
Course participants will get to know the most important econometric methods used for the analysis of time series and panel data in both research and applied work. While they will become familiar with the econometric theory, the focus will be on practical applications. Thanks to numerous examples and implementations using Stata, course participants will be well-equipped to conduct their own empirical project.
Didactic concept:
Weekly lectures will be complemented by bi-weekly tutorials emphasizing the applications of the methods learnt.
At the end of the course a take-home project will be posted, which, together with the exam, counts towards the final grade.
Literature:
To be announced.
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