The following courses are now history. For the time being, the material related to them is still accessible. This may be of interest with regard to the grad courses, where your presentation files and those of your colleagues can be accessed.

Summer Term 2011: Information for the participants of course 390039 (Econometrics of Panel Data)

• In recent comparable courses, I was using a set of lecture notes for the first part of the course. A slightly updated version is downloadable here.
• The presentation slides that accompany this first part of the course can be downloaded here.
• The Stata code used in the session on March 23 for demonstration (or at least a similar one) can be downloaded here. The corresponding data file is available here.
• The roster of presentations is accessible here..
• Some participants have expressed their interest in role-model tests from previous comparable courses. Here, you can download last year’s test. Please be aware that the relevant course material and emphasis may vary over the years.
• The presentation slides that accompany the second part of the course can be downloaded here.  These are based on the extended text version that is downloadable here.

Summer Term 2011: Information for the participants of course 040185/4 (Introduction to Macroeconomics)

• The lecture notes authored by Ana Ania-Martinez for the National Accounts part of this course can be downloaded here. Kindly observe the list of typos and errors that is downloadable here.
• The presentation slides that accompany the first part of the course can be downloaded here.
• Here you can download the first homework assignment on national accounts. Your answers were due by March 28, 12:00 noon, either written on paper or transmitted electronically. In these assignments, incorrect answers are better than no answers. Please inspect this tentative solution and comment on it if you feel like it.
• The presentation slides that accompany the second part of the course can be downloaded here. These slides build on the original slides to accompany the Blanchard textbook and are used for the first time, so they may contain typos and other errors. Comments on any errors are appreciated.
• The presentation slides that accompany the third part of the course can be downloaded here. The remarks for the other sections apply also here.
• The presentation slides that accompany the fourth part of the course can be downloaded here. The remarks for the other sections apply also here.
  
• A role-model test from a previous midterm is downloadable here. Please note that emphasis and covered material are subject to changes over time.
• The presentation slides that accompany the fifth part of the course can be downloaded here. These slides build on the original slides to accompany the Blanchard textbook and are used for the first time, so they may contain typos and other errors. Comments on any errors are appreciated.
• Here, you can access the answers to this year's midterm test and some comments on how marks were allotted to answers.
• The presentation slides that accompany the sixth part of the course can be downloaded here. The remarks for the other sections apply also here.
• Here you can download the second homework assignment on the AS-AD model. Your answers were due by May 23, 12:00 noon. Here you can inspect a solution file. Kindly contact me if it contains errors.
• The presentation slides that accompany the seventh part of the course can be downloaded here. The remarks for the other sections apply here as well.
• The presentation slides that accompany the eighth part of the course can be downloaded here. The remarks for the other sections apply here as well.
• A third homework assignment is based on the final test of 2009. For completeness, a tentative answers file is accessible here.

Information for participants of the course 040131 (Empirische Wirtschaftsforschung)

Als Unterlage zu diesem Kurs leistet ein Skriptum gute Dienste, welches hier abgeladen werden kann. Ich bin für alle Kommentare zu diesen Unterlagen dankbar, vor allem bezüglich Fehlern.

Zu den ersten Teilen dieses Skriptums existiert eine verdichtete Slide-Show, die Interessierte hier abladen können. Da das Textbuch von Ramanathan, auf dem der Kurs aufbaut, derzeit vergriffen ist, können solche Unterlagen eine größere Rolle spielen. Da die Slides zum ersten Mal eingesetzt werden, können sie fehlerhaft sein. Ich bitte um Hinweise. Die jüngste Version stammt vom 24/11 und enthält einige kleinere Korrekturen (z.B. nicht prüfungsrelevante Beweisskizzen).

In der ersten Einheit am 4/10 wurde der Termin für den Midterm-Test mit 6/12 festgelegt. Der Endtest wird in der letzten Lehreinheit im Jänner statt finden, d.h. am 31/1.

Hier können Sie den Midterm-Test des Jahres 2004 herunter laden. Heuer dient er uns als Hausübung (Teil der Mitarbeitsbeurteilung), und die Lösung war bis zum 28/11 (Beginn der LV, 14:30) abzugeben. Eine grobe Lösung der Beispiele kann hier abgeladen werden.

Zum restlichen Teil des Skriptums kann jetzt eine Slide-Show probeweise hier abgeladen werden. Die üblichen Hinweise gelten auch hier.

Der leicht modfizierte Endtest des Jahres 2005 kann hier und hier abgeladen werden. Uns dient er heuer als 2. Hausübung (Teil der Mitarbeitsbeurteilung), welche bis zum 24. Jänner (Beginn der LV, 14:30) abgegeben werden sollte. Wie auch sonst, kann nicht garantiert werden, dass der tatsächliche Endtest der Hausübung ähnlich ist. In 2 Aspekten aber ist die Übung für Endtests typisch: (a) Frageblatt und Beiblatt mit empirischen Printouts (b) der Durbin-Watson-Test ist Teil des Stoffes. Ein Vorschlag zu Antworten lässt sich hier herunter laden.

Oben auf dieser Seite sehen Sie bitte die Endergebnisse für diesen Kurs. Hier eine kleine Erläuterung zur Bewertung des Endtests.

Information for participants of the course 040787 (Applied Time-Series Analysis)

The first section of this course will use a set of lecture notes that can be downloaded here. I am grateful for any comments on such material, particularly on typos and errors.

In the form of presentation slides, this material is available here.

In the first session, the structure of this course was confirmed. The first part will be closed with a test, and the last units in January will be reserved for presentations of students' projects. The date for the test will be December 13, 2010.

Course outlines for the second section of the course can be downloaded here.

A condensed slide show for the second part of the course is available here. The usual proviso applies.

The STATA code used in the unit of November 29 is downloadable here. Note that the extension is “doo” to circumvent download restrictions of executable files. You should change it to “do” before you run it. The necessary sunspot data are downloadable here.

Some participants have contacted me on behalf of their preferences for presentation dates for their empirical projects. Please feel free to inform me, and then I will enter you into an informal grid, either for January 24 or for January 31, 2011. Remember that the idea was short presentations of around 10 minutes. The current version of the grid can be viewed here.

Please note that I should have received a written version of your project by January 31, 2011. The expected form is a short written paper of a few pages that clearly contains all details of your project.

Information for participants of the course 390027 (Nonlinear Time-Series Analysis)

In the first unit on 5/10, we convened that a written test will be done on 7/12. The units from 14/12 will be used for presentations by participants.

My presentation slides for this course can be downloaded here. This version is from December 2, 2010, and it contains an updated and corrected slide #79. Many thanks for pointing out a mistake in the previous version.

Here is some material for those who wish to play with the presented models and data: the data on lynx and sunspots can be downloaded, these are also on the Fan/Yao homepage that accompanies the book. The R code for the AR-ARCH model presented on 12/10 can be downloaded here.

Some participants have already started announcing topics and convening dates for their planned presentations. A roster of planned presentations is accessible here. It will be updated regularly as new information comes in.

Participants have expressed their interest in a role model for a potential test. Here you can download last year’s test. Tentative answers to these questions can be downloaded here.

Results for the test on December 7, see above on this page.

Please note that I should receive a written version of your presentation by January 31, 2011. For book chapters, good and detailed presentation slides are acceptable. For empirical projects, a written version should be transmitted that clearly contains all details of your project.

Information for the course 40185 Introduction to Macroeconomics

The official material on national accounts, which is relevant for the midterm test, is a summary by Ana Ania-Martinez that is downloadable here.

Presentation slides for the introductory part and for national accounts, which are used in this course, can be downloaded here. Note that these slides are a didactic device and are not the official material for the midterm test.

In the last comparable course, I used a set of lecture notes that is downloadable here following a moderate update (comments on errors welcome). Note that these lecture notes are a didactic device and do not necessarily correspond to the official material for midterm and final tests. The section on National Accounts is too detailed, while you may appreciate reading the textbook for a deeper understanding of the remaining sections.

Here you can download the first homework example on national accounts. This homework was due by March 25.

Here you can download tentative answers to the first homework problem. Kindly let me know if you disagree with any of the points in this file.

Here you can download the second homework example on the IS-LM model. This homework was due by April 26.

Here you can download answers to the second homework assignment. Kindly let me know if you disagree, as usual.

Results of the midterm test see further up on this page. Note that only the students listed above can attend the final test.

A file containing answers to all midterm problems can be accessed here. Please inspect this file even if you fully agree with your marks, as these issues should be understood fully, in order to get prepared for the finals.

Here you can download the third homework example on the AS-AD model. This assignment was due by May 27. Here you can download a tentative solution.

Here you can download the fourth and last homework assignment on the dynamic model. It was due by June 17. Here you can download a tentative solution.

Last year, the test downloadable here was used as a final test. It may serve as a role model. Please note, however, that particularly the emphasis on specific sections may change between tests. Generally, the relevant course material for the final test comprises the whole term beginning in March, although of course the main emphasis is on the sections after the IS-LM model and details from the very first parts will not be asked.

Information for the course 40871 Econometric Methods for Panel Data

In the last comparable course, we used a sequence of lecture notes. Following some revision, the first portion of these lecture notes is downloadable here.

In the first unit on March 3, we convened that there will be a test on May 12.

Kindly inform me on your preferences regarding topics and dates of presentations, preferably by e-mail. The roster of presentations will be updated regularly, so you can see which topics and slots are available. You also see that some presenters have made available their presentation slides. You can view these by clicking on the presentation title in the roster. This is a convenient feature that definitely helps the audience in following the presentations.

Participants have expressed their interest in the slides that I use for presentation. After adjusting another typo, these are now downloadable here.

A second portion of lecture notes is downloadable here. The corresponding condensed slide sequence is downloadable here.

A role-model test from a previous comparable course is downloadable here. The usual proviso applies (course contents may have changed).

Kindly remember that a text version of your presentation is required until end-of-June. In case you present a literature item (book chapter, article), you may submit your detailed presentation slides. For empirical projects, however, I insist that the text summary contains all necessary details, such that all steps of your approach can be understood clearly without having to follow your presentation.

Information for the course 40568 Econometrics of Seasonality

The presentation slides that I use in the course can be downloaded here.

In the first unit on March 2, we convened that there will be a test on May 4.

Participants have expressed their interest in the Stata codes used in the course. You can download the code for the artificial deterministic model here.

Kindly inform me on your preferences regarding topics and dates of presentations, preferably by e-mail. The roster of presentations will be updated regularly, so you can see what topics and slots are available. You also see that some presenters have made available their presentation slides. You can view these by clicking on the presentation title in the roster. This is a convenient feature that definitely helps the audience in following the presentations.

In a previous comparable course, this test was used as a midterm test. Please be conscious of the fact that the presented material may change slightly from year to year.

Results (point score) for the test on May 4 please see further up on this page. Note that there is some mismatch between participants in this test and those in the presentation roster. In case you did not attend the test but you wish to continue this course, please contact me.

Some answers and comments for the test on May 4 may be convenient. You can download them here.

Informationen zum Kurs 40131 Einführung in die empirische Wirtschaftsforschung, WS 2009/10

• Leider ist das Textbuch von Ramanathan derzeit vergriffen (out of print). Auf der Bibliothek existieren Exemplare, die während des Semesters nicht entlehnt werden und daher immer zugänglich sind. Wie auch in früheren Kursen werde ich vor allem ein eigenes (neu upgedatetes) Skriptum einsetzen, das hier abladbar ist. Hinweise auf Fehler und andere Kommentare werden dankend entgegen genommen.
• Als Termin für den Midterm-Test wurde in der ersten Einheit am 5/10 der 30/11 vereinbart.
• Die Angabe zum Midterm-Test des Jahres 2006 ist als Rollenmodell hier abladbar. Es ist aber darauf hinzuweisen, dass sich der bis zum Midterm durchgearbeitete Stoff von Jahr zu Jahr ändern kann.
• Stoff des Midterm-Tests ist der bereits in der LV diskutierte Lehrstoff. Im Skriptum entspricht dies den Abschnitten bis inklusive 3.6, oder bis Seite 47.
• Stoff des Endtests ist der in der LV diskutierte Lehrstoff, wobei der Schwerpunkt auf dem ab dem Midterm-Test vermittelten Stoff liegt. Dies entspricht dem Skriptum ohne die Details der Abschnitte 3.14, 4.5, und 4.7 und ohne 5.1.
• Ein früherer Endtest eines vergleichbaren Kurses ist hier abladbar. Das Beiblatt für das empirische Beispiel ist hier vorhanden. Es ist wieder darauf hinzuweisen, dass sich der durchgearbeitete Stoff von Jahr zu Jahr ändern kann.
• Endauswertung des Kurses via die angegebenen Links erreichbar.

Information for the course 40787 Applied Time Series Analysis, WS 2009/10

• The first part of this course will use a set of lecture notes that can be downloaded here.
• In the form of presentation slides, this material is available here.
• The second set of lecture notes can be downloaded here.
• Participants have expressed their interest in a role-model test from previous comparable courses. A test from 2006 is downloadable here. Please be aware that the material relevant for tests and courses may have changed.
• Results for the test on December 14, 2009, accessible via the indicated links. Here, you can download a file with the test problems and some tentative solutions or answers.
• On January 18 or 25, participants have presented their empirical projects. See the roster for presentations and topics.
• Thanks to all participants for the timely handing in of their project texts. A summary evaluation is given under the respective links.

Information for the course 40789 Nonlinear Time Series, WS 2009/10

• The date for the test is December 1, as was convened in the first unit on 6/10.
• In the second part of the course starting December 15, participants are asked to give presentations. These presentations may be either (a) on a book section or an article in an academic journal that is related to the topic of the course or (b) on a small empirical project that contains aspects of nonlinear time-series analysis.
• Participants have expressed their interest in my presentation slides. After correcting some typos, I now make the first set of these downloadable here. Please help me to clean up mistakes and report them if you find any.
• All(?) participants have now fixed their presentation dates. The roster is downloadable here. Some participants have sent me their slides in advance, which is a good idea. I will try and link those slides to the roster. Please contact me by e-mail if you are not on the list.
• The second set of presentation slides is now downloadable here.
• Results of the December 1 test see above.
• Some participants have expressed their interest in the R codes that I used for generating the graphs in the lecture notes. These are very simple routines. For example, the one used for the bilinear simulations is downloadable here.
• Thanks to those participants who handed in their project texts on time. Unfortunately, one text remains missing.

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Informationen zum Kurs 40680 UK Introduction to Macroeconomics, SS 2009

• Die Kurseinheit am 26/3 musste entfallen, am 12/3 fand ja wegen Rektorstag ebenfalls keine LV statt. Daher hat in der ersten Einheit am 5/3 bereits eine vollständige Kurseinheit, nicht bloß Vorbesprechung, statt gefunden, und in den folgenden Einheiten muss eine straffe Stoffvermittlung angestrebt werden. Daher sind zunächst Übungsbeispiele als Hausübungen zu gestalten und der Übungsanteil in der LV-Zeit ist gering zu halten.
• Die für den Teil 2 der LV (Volkswirtschaftliche Gesamtrechnung) prüfungsrelevanten Unterlagen sind hier abladbar (eine englischsprachige Einführung von Ania-Martinez).
• Die Termine für Midterm-Test und Endtest liegen jetzt fest. Midterm ist am 4. Mai, 10:15-12:15, Endtest am 24. Juni, 14:15-16:15, immer im Audimax und im Hörsaal 1. Beide Tests finden in eigenständigen Einheiten (nicht zum üblichen Kurstermin) und gemeinsam mit den parallelen Gruppen statt.
• Prüfungsstoff für den Midterm-Test sind Teile 1-4 des Outlines. Für den Endtest sind alle Abschnitte (außer Details der VGR) prüfungsrelevant, der Schwerpunkt liegt dann aber auf Teilen 5-8.
• Sie können hier ein Midterm eines ähnlichen Kurses aus dem Jahr 2007 abladen. Antworten auf die Fragen dieses Tests ohne völlige Garantie für die Richtigkeit können hier abgeladen werden.
• Ein deutschsprachiges Skriptum zu einer früheren vergleichbaren LV kann hier und hier abgeladen werden. Es stellt keinen Ersatz für die entsprechenden Abschnitte des Textbuchs dar, sondern bietet lediglich eine Zusammenfassung. Das Skriptum enthält auch einige nicht für diesen Kurs prüfungsrelevanten Abschnitte.
• Ein Hausübungs-Beispiel zur Volkswirtschaftlichen Gesamtrechnung kann hier abgeladen werden. Es war am 2/4 fällig. Eine tentative Lösung der Beispiele ist hier abladbar. Einige Details könnten auch anders aufgefasst werden, aber in den Grundzügen sollte die vorgegebene Lösung stimmen.
• Studierende haben ihr Interesse an den Slides zur VGR bekundet, die dem Skriptum von Ania-Martinez entsprechen sollten. Ich stelle sie hier zur Verfügung, bitte aber, die Möglichkeit von Fehlern in Betracht zu ziehen. Diese Slides werden zum ersten Mal eingesetzt. Wenn ich Fehler bemerke, werde ich das File reloaden.
• Das zweite Hausübungs-Beispiel hier bezieht sich auf die Preisindex-Berechnungen und war bis 23/4 fällig. Hier ist eine tentative Lösung abladbar. Hinweise auf eventuelle Fehler werden dankend entgegen genommen.
• Auswertung des Midterm-Tests vom 4/5 siehe oben. Hier ist eine Sammlung der Antworten (Lösungen) zu diesem Test abladbar, der auch Hinweise auf häufige Fehler und deren Bewertung enthält.
• Hier ist die dritte Hausübung zum Thema AS-AD-Modell. Sie war bis 4/6 abzugeben. Hier ist eine ausführliche Darstellung der Lösung abladbar.
• Frühere beispielhafte Endtests können hier und hier abgeladen werden. Es ist aber nochmals darauf hinzuweisen, dass sich Umfang und Schwerpunktsetzung im vermittelten Lehrstoff zwischen mehreren vergleichbaren Kursen ändern können.
• Der für den Endtest prüfungsrelevante Stoff schließt mit dem Ende des Kapitels 19. Damit sind insgesamt die Abschnitte bis inklusive Blanchard's Chapter 9 und zusätzlich Chapters 18/19 relevant, der Schwerpunkt des Tests wird auf Chapters 6-9, 18-19 liegen.
• Auswertung des Endtests und summarische Beurteilung der Lehrveranstaltung siehe oben. Hier ist eine Erläuterung zu den Antworten und zum Bewertungsschlüssel abladbar.

Information for the course 40229 UK Econometric Forecasting, SS 2009

• In the last comparable course, we were using some lecture notes that are downloadable here,  in a recently updated version.
• The date convened for the midterm test is May 5.
• Following a request by participants, the electronic slides that I use in this course for parts 1-3 are downloadable here (new reload 21/4).
• Following a suggestion by participants, a role-model test from the last comparable course in 2007 is downloadable here. The usual proviso applies (course contents may have changed).
• The roster of presentations during this course is still accessible here. It contains slide presentations if I received them from participants.
• Results of the midterm test on 5/5 see above on this page.
• On 12/5, I showed some slides on the IHS LIMA model. These are downloadable here.
• Written versions of presentations were due by 30/6, the end of the term.  I have received either formal text versions or self-explanatory slides from all active participants by 1/7. For a summary evaluation see above on this page.

Information for the course 40871 UK Econometric Methods for Panel Data, SS 2009

• In the last comparable course, we were using some lecture notes that are downloadable here,  in a recently updated version.
• A second part of these lecture notes on testing is downloadable here.
• The date convened for the midterm test is May 13.
• If you are interested in Baltagi's data on gasoline usage, you can download them here without country indicators. You can also obtain them from Baltagi's pages, of course.
• The same holds for this ASCII data file that corresponds to the Grunfeld data also used in Baltagi's textbook.
• Following a suggestion by participants, a role-model test from the last comparable course in 2007 is downloadable here. The usual proviso applies (course contents may have changed).
• The roster of presentations during this course is still accessible here. It contains slide presentations if I received them from participants.
• The handout for the unit on 6/5 on the Hausman test for the gasoline data is downloadable here.
• Please note that written versions of your presentation were due by 30/6, the end of the term. Now (6/7), there is still one written version outstanding. For a summary evaluation see above on this page.

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Kurs 40023 (Makroökonomie I), SS 2008

• Präsentationsfolien zum Thema VGR, die im Kurs verwendet werden, können hier abgeladen werden (englischsprachig).
• Ein gelöstes Beispiel zur VGR ist hier herunterladbar.

Kurs 40749 (Generalized Methods of Moments), SS 2008

• The presentation slides that I am using in this course can be downloaded here in their present version (24/4/2008). Comments on potential errors in these slides are always welcome.

Kurs 40568 (Econometrics of Seasonality)

• Presentation slides based on the book can be downloaded here in their present version (24/4/2008).
• In the presentation, I make use of two exemplary data sets, among others. The first one is monthly observations on the Austrian unemployment rate, the other one is quarterly observations on growth rates of Austrian industrial production. These files may be accessed using STATA codes such as ur.do or dlip.do. Comments are welcome.
• In the presentation on 16/4 I used a STATA code file that can be accessed here. The corresponding small macroeconomic data base can be downloaded here.
• In the presentation on 23/4 I used a STATA code file for the Canova-Hansen test that can be accessed here. This version contains a correction for a programming error that I was not aware of during the presentation. Actually, in this corrected version the test turns out to have little power against a unit-root alternative. I am grateful for any comments and corrections.
• In a previous comparable course, this test was used as a midterm test. It may serve as a role model, although you should be conscious of the fact that the presented material may change slightly from year to year.
• In the unit on 7/5, I used a STATA code for the HEGY test that can be downloaded here. It uses data that is available here.

Kurs 40131 (Einführung in die empirische Wirtschaftsforschung), WS 2007/08

• Das als Kursunterlage dienende Skriptum ist hier abladbar. Es ist eine neu durchgesehene Fassung eines bereits in früheren Kursen verwendeten Skriptums und orientiert sich wesentlich am Textbuch von Ramanathan. Für Hinweise auf Fehler und Kommentare bin ich dankbar.
• Der in der LV mehrfach verwendete Beispielsdatensatz über österreichischen privaten Konsum und Einkommen zu konstanten Preisen steht hier als ASCII-File zur Verfügung.
• Der Endtest des Jahres 2006 ist hier abladbar. Das Beiblatt für das empirische Beispiel ist hier vorhanden.

Kurs 40227 (Angewandte Zeitreihenanalyse), WS 2007/08

• 1. Teil des Skriptums ist hier abladbar.
• Früherer Midterm-Test ist hier abladbar. Es ist aber darauf hinzuweisen, dass sich der durchgearbeitete Stoff von Jahr zu Jahr ändern kann.
• 2. Teil des Skriptums ist hier abladbar.
• 3. Teil über ARCH-Modelle ist hier abladbar.
• Früherer Endtest ist hier abladbar. Ich möchte darauf hinweisen, dass solche Tests nur als ungefähre Anhaltspunkte dienen können, da sich der Stoffumfang ändern kann.

Course 40590 (Vector Autoregressive Models), WS 2007/08

• A personal summary of the first sections of Lütkepohl's book can be downloaded here.
• A role-model test can be donwloaded here.      

Course 40186 (Econometric Forecasting), WS 2007/08

• Lecture notes are downloadable here.
• A STATA code for some exponential smoothing variants can be downloaded here as sesdes.do, whereas the STATA code for the Brockwell-Davis small-trends method is called bdst.do. The required data set is called aus.txt. OBS: STATA runstreams are executable files, and you would maybe not succeed in downloading them, if they had the extension ".do". Therefore, they have an extension ".dox", which you should change to ".do" such that the files become executable.
• Analogous remarks apply to the STATA code for the ARMA forecasting example, which is downloadable here.
• A role-model test can be downloaded here. Note that this is the original test and it is in German, as this was the language of instruction that year. A rudimentary translation into English is downloadable here.

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