Archive: detailed course information for the winter semester 2012

 

Information for the participants of the course 040090 Introduction to Macroeconomics

·       The set of lecture notes written by Ana Ania-Martinez on national accounts is downloadable here.

·       Slides for the first part of the course (introduction and national accounts) are downloadable here.

·       Slides for the second part of the course (good market) are downloadable here.

·       Slides for the third part of the course (financial market) are downloadable here.

·       Note the dates and times given for the midterm and final test for this course. Midterm test was on November 30, 14:30-16:30. Final test was on January 25, 14:30-16:30. These tests are organized jointly with all parallel groups.

·       Tentative answers to the quiz test of October 24 can be accessed here

·       Slides for the fourth part of the course (IS-LM model) are downloadable here.

·       Slides for the fifth part of the course (labor market) are downloadable here.

·       Tentative answers to the quiz test of November 14 can be accessed here. Kindly comment if you disagree with any aspects of these answers.

·       Last term's midterm test is accessible here and may serve as a role-model test. Please note that course contents and emphasis on topics may have changed.

·       Slides for the sixth part of the course (AS-AD model) are downloadable here.

·       Results of the midterm test see above on this page.

·       Slides for the seventh part of the course (Phillips curve) are downloadable here.

·       Tentative answers to the quiz test on December 12 can be accessed here.

·       Slides for the eighth part of the course (open economy, Part I) are downloadable here.

·       Tentative answers to the quiz test of January 16 can be accessed here.

·       Slides for the ninth and last part of the course (open economy, Part II) are downloadable here.

·       Previous final tests for comparable courses can be downloaded here and here. Please note that course contents and emphasis on topics may have changed.

·       Results on the final test of January 25 and on the overall course grades are already available. Please have a look further up on this page.

 

 

Information for the participants of the course 390045 Econometric Forecasting

 

·       A set of freshly updated lecture notes that was used for a former comparable course can be downloaded here.

·       A set of presentation slides for the first three sections of the course can be downloaded here.

·       The first part of this course (presentation by the instructor) will be ended by a test on December 10, 2012. There will be no course unit on December 3.

·       For those who wish to play around with the data and Stata codes that I have used in class, some of them are accessible here: Austrian unemployment rate, monthly; Austrian unemployment rate, annual; single exponential smoothing; double exponential smoothing; Brockwell-Davis small trends. Note that the correct extension “.do” cannot be used for downloads. Kindly replace the extension “.dox” by “.do” before running the files on your computer.

·       The codes presented on Nov 5 (prediction using ARMA models) can be downloaded here and here. Note the “dox” convention mentioned above.

·       Participants are already quite active in announcing topics and reserving time slots for their presentations. Here you can have a look at our provisional program.

·       The slides for the section on multivariate forecasting can be downloaded here.

·       The Stata code for the Clements/Hendry simulation can be accessed here. Be aware of the “dox” extension mentioned above.

·       A role-model test from a comparable course three years ago is accessible here. Note that course contents and emphasis on topics may have changed.

 

 

Information for the participants of the course 040131 Introductory Econometrics

 

·       The plan for the second half of this course is to stick to the pattern hitherto convened as far as possible. 10% of the overall grade will be contributed by lesser surprise tests, 40% by the final exam on January 30. Students who for technical reasons (Erasmus exchange) must leave before that date are kindly requested to contact me.

·       A first set of slides (heteroskedasticity, corresponding to Section 8 of the Wooldridge book) can be downloaded here.

·       A second set of slides (basics of time-series data regression, corresponding to Section 10 of the Wooldridge book) can be downloaded here.

·       A third set of slides (autocorrelation, corresponding to Section 12 of the Wooldridge book) can be downloaded here.

·       The fourth and last set of slides (instrumental variables, corresponding to Section 15 of the Wooldridge book) can be downloaded here.

·       This is the first course of its kind, so there are no role-model tests available. The material for the final test corresponds to the four sets of slides that are downloadable here, which in turn correspond roughly to the Sections 8, 10, 12, 15 of the Wooldridge textbook.