| Educational guide Faculty of Business and Economics |
english |
| International Markets (2016) |
 Subjects |
| ANALYSIS OF MACROECONOMIC DATA |
| Contents |
| IDENTIFYING DATA | 2021_22 |
| Subject | ANALYSIS OF MACROECONOMIC DATA | Code | 16675213 | |||||
| Study programme |
|
Cycle | 1st & 2nd | |||||
| Descriptors | Credits | Type | Year | Period | ||||
| 3 | Optional | 2Q |
||||||
| Competences | Learning outcomes | Contents |
| Planning | Methodologies | Personalized attention |
| Assessment | Sources of information | Recommendations |
| Topic | Sub-topic |
| Panel Data Models | 1.1 The Fixed Effects ('Within') Estimator 1.2 The Between Estimator 1.3 The First-Differenced (FD) Estimator 1.4 Random effects 1.5 Dynamics Panel Data Models |
| Testing Exchanges Rate Models | 2.1 Law of one price (LOOP) and purchasing power parity (PPP). 2.2 Convergence speed and half-life. 2.3 Linear versus nonlinear adjustment. 2.4 threshold model. 2.5 Test unbiased forward exchange rate (UFER) hypothesis. |
| Structural Vector Autoregressions | 2.1 Structural Model 2.2 Identification 2.3 Model selection criteria 2.4 Impulse response analysis 2.5 Examples from macro VARs 2.6 Forecasting |
