2024
Macroeconometrics
Name: Macroeconometrics
Code: ECN10317D
7.5 ECTS
Duration: 15 weeks/195 hours
Scientific Area:
Economy
Teaching languages: Portuguese
Languages of tutoring support: Portuguese
Sustainable Development Goals
Learning Goals
Objectives:
Preparing students to handle econometric techniques related to empiric macroeconomics, specially time series analysis, and apply them at research work.
Developing students ability to use econometric software and working with real data.
Competences:
Using quantitative instruments of economic analysis. Working with real data.
Developing critical thinking, capacity of abstraction and model building.
Using econometric software and interpreting results.
Preparing students to handle econometric techniques related to empiric macroeconomics, specially time series analysis, and apply them at research work.
Developing students ability to use econometric software and working with real data.
Competences:
Using quantitative instruments of economic analysis. Working with real data.
Developing critical thinking, capacity of abstraction and model building.
Using econometric software and interpreting results.
Contents
1. Univariate Time Series Models.
2. Multivariate Time Series Models.
3. ARCH and GARCH Models.
4. Multi-Factor Models.
5. Models for Long Memory Stochastic Processes.
6. Simulation Methods.
7. Empirical Examples.
2. Multivariate Time Series Models.
3. ARCH and GARCH Models.
4. Multi-Factor Models.
5. Models for Long Memory Stochastic Processes.
6. Simulation Methods.
7. Empirical Examples.
Teaching Methods
Lectures and computer classes.
Empirical Project.
Empirical Project.
