Poslední úprava: prof. Roman Horváth, Ph.D. (17.02.2021)
The course concentrates on the practical use of econometric methods, reviewing the relevant methodology, its use, and the possible alternative modeling approaches. The lectures are supplemented by computer classes, where students can gain hands-on experience in applied econometric analysis. During the course we will especially focus on time series techniques applied to forecasting asset volatility, modeling inflation, exchange rate volatility and other topics that you may regularly encounter in economic and financial literature. The course focuses on following topics in econometrics: OLS, IV, ARIMA, GARCH, VAR, cointegration, filters and limited dependent variables.
Poslední úprava: prof. Roman Horváth, Ph.D. (14.11.2019)
The course concentrates on the practical use of econometric methods, reviewing the relevant methodology, its use, and the possible alternative modeling approaches. The lectures are supplemented by computer classes, where students can gain hands-on experience in applied econometric analysis. During the course we will especially focus on time series techniques applied to forecasting asset volatility, modeling inflation, exchange rate volatility and other topics that you may regularly encounter in economic and financial literature. The course focuses on following topics in econometrics: OLS, IV, ARIMA, GARCH, VAR, cointegration, filters and limited dependent variables.
Cíl předmětu -
Poslední úprava: prof. Roman Horváth, Ph.D. (14.11.2019)
Students will learn the basics of time series econometrics with an emphasis on how to apply these methods.
Poslední úprava: prof. Roman Horváth, Ph.D. (14.11.2019)
Students will learn the basics of time series econometrics with an emphasis on how to apply these methods.
Podmínky zakončení předmětu -
Poslední úprava: prof. Roman Horváth, Ph.D. (17.02.2021)
Grading - in line with the Dean's decree 17/2018.
Research proposal at the end of the semester (60% weight)
Term paper (40% weight)
The details regarding the research proposal and term paper are available in Lecture 1.pdf and in separate pdf files posted (during the semester) in the SIS.
Poslední úprava: prof. Roman Horváth, Ph.D. (17.02.2021)
Grading - in line with the Dean's decree 17/2018.
Research proposal at the end of the semester (60% weight)
Term paper (40% weight)
The details regarding the research proposal and term paper are available in Lecture 1.pdf and in separate pdf files posted (during the semester) in the SIS.
Literatura -
Poslední úprava: PhDr. Petr Bednařík, Ph.D. (15.05.2020)
Selected recommended textbooks on applied econometrics:
Brook, Ch.: Introductory Econometrics for Finance, New York: Cambridge University Press.
Enders, W.: Applied Econometric Time Series, 2nd edition, Hoboken: Wiley, 2003. Harris, R. and R. Sollis: Applied Time Series Modelling and Forecasting, Chichester: Wiley, 2003. Stewart, K. G.: Introduction to Applied Econometrics, Belmont: Thomson Brooks, 2005. Verbeek, M.: A Guide to Modern Econometrics, 2nd edition, Chihester: John Wiley, 2004. Kratzig, M. and H. Lutkepohl ,Applied Time Series Econometrics, New York: Cambridge University Press, 2004. Kočenda, E. and Černý, A.: Elements of Time Series Econometrics: An Applied Approach, Prague: Karolinum Press, 2007.
Poslední úprava: PhDr. Petr Bednařík, Ph.D. (05.06.2020)
Selected recommended textbooks on applied econometrics:
Brook, Ch.: Introductory Econometrics for Finance, New York: Cambridge University Press.
Enders, W.: Applied Econometric Time Series, 2nd edition, Hoboken: Wiley, 2003. Harris, R. and R. Sollis: Applied Time Series Modelling and Forecasting, Chichester: Wiley, 2003. Stewart, K. G.: Introduction to Applied Econometrics, Belmont: Thomson Brooks, 2005. Verbeek, M.: A Guide to Modern Econometrics, 2nd edition, Chihester: John Wiley, 2004. Kratzig, M. and H. Lutkepohl ,Applied Time Series Econometrics, New York: Cambridge University Press, 2004. Kočenda, E. and Černý, A.: Elements of Time Series Econometrics: An Applied Approach, Prague: Karolinum Press, 2007.
Metody výuky -
Poslední úprava: prof. Roman Horváth, Ph.D. (15.02.2022)
Lectures accompanied by seminars in the computer room. The software R will be used during the seminars.
This semester we teach in the hybrid form. The students have two options: 1) they come to the lecture room 314 in Opletalova 26 building or 2) they join the lecture and seminar online using the MS Teams (please see the instructions below).
INSTRUCTIONS:
You can either join the class/group in MS teams or use a direct link to join the meeting.
Poslední úprava: prof. Roman Horváth, Ph.D. (15.02.2022)
Lectures accompanied by seminars in the computer room. The software R will be used during the seminars.
This semester we teach in the hybrid form. The students have two options: 1) they come to the lecture room 314 in Opletalova 26 building or 2) they join the lecture and seminar online using the MS Teams (please see the instructions below).
INSTRUCTIONS:
You can either join the class/group in MS teams or use a direct link to join the meeting.
Poslední úprava: prof. Roman Horváth, Ph.D. (17.02.2021)
Grading - in line with the Dean's decree 17/2018.
Research proposal at the end of the semester (60% weight)
Term paper (40% weight)
The details regarding the research proposal and term paper are available in Lecture 1.pdf and in separate pdf files posted (during the semester) in the SIS.
Sylabus -
Poslední úprava: Mgr. Lenka Nechvátalová (14.02.2022)
2021/2022:
Link to join the lectures and seminars (Microsoft teams):
