Subjects

Subjects(version: 945)
Course, academic year 2023/2024

Study Information System

The page is loading...
Application Subjects

Your browser does not support JavaScript, or its support is disabled. Some features may not be available.

Dynamic Economics and Econometrics - NMEK612

Title:	Dynamická ekonomie a ekonometrie
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2019
Semester:	summer
E-Credits:	2
Hours per week, examination:	summer s.:0/2, C [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	not taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time
Note:	you can enroll for the course repeatedly

Guarantor:	prof. Ing. Miloslav Vošvrda, CSc.
Class:	Pravděp. a statistika, ekonometrie a fin. mat.
Classification:	Mathematics > Math. Econ. and Econometrics
Is interchangeable with:	NEKN037

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: T_KPMS (06.05.2014)

Linear and quadratic approximations Analysing nonlinear dynamic stochastic models Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions Discrete state-space methods for the study of dynamic economies The parameterized expectations approach Finite-difference methods for continuous-time dynamic programming Computation of equiulibria in heterogeneous-agent models. A course for doctoral students.

Aim of the course -

Last update: T_KPMS (06.05.2014)

The aim of the seminar is to provide information on advanced theoretical results and new developments in dynamic economics and econometrics. Further, the aim is to school the students in theoretical procedures and methods of research in this field.

Literature - Czech

Last update: T_KPMS (06.05.2014)

Computational methods for the study of dynamic economies by Marimon, Scott, Oxford University Press, 1999

Teaching methods -

Last update: T_KPMS (06.05.2014)

Seminar.

Syllabus -

Last update: T_KPMS (06.05.2014)

Linear and quadratic approximations

Analysing nonlinear dynamic stochastic models

Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions

Discrete state-space methods for the study of dynamic economies

The parameterized expectations approach

Finite-difference methods for continuous-time dynamic programming

Computation of equiulibria in heterogeneous-agent models.

Charles University | Information system of Charles University | http://www.cuni.cz/UKEN-329.html