Information for specific courses

(SS 2019 courses)

Information for the participants of 040057 Macroeconometrics

· In the first unit on March 1, the plan of the course was confirmed as outlined previously. Dates for tests will be convened in class.

· A first set of slides has been sent to participants in the beginning of the course. A second set of slides has been sent on April 12. Please contact me if you did not receive any of the slide sets or other material.

· Similarly, all participants should have received a file with Stata commands for simulating ARMA data, and a file with Stata commands for performing unit-root tests. Please contact me if you do not have these two pieces.

· In the unit on March 8, we convened a date for the midterm test. In line with the preferences of most participants, the midterm test took place on May 3.

· Role-model midterm tests from recent comparable courses are accessible here and here. The usual caveat applies: course contents and emphasis may have changed.

· In the lecture course, two exemplary datasets were used, Austrian gross domestic product, quarterly and seasonally adjusted and Standard & Poor 500 returns. The Austrian GDP series is from Statistik Austria and official (1996q1 to 2018q4), the S&P 500 is daily data (January 1981 to April 1991) from Verbeek’s textbook.

· In response to a request from participants, guidelines for the empirical project are provided here.

· 28 participants took part in the midterm test on May 3 and have been informed on results.

· In the unit on May 6, we convened the date for the second and final test: June 14, 2019.

· The tables of significance points for regression-based cointegration testing compiled by Phillips & Ouliaris (Econometrica) can be accessed here.

· Unfortunately, the course unit on May 24 had to be canceled due to a clash of commitments. Apologies for any inconvenience.

· Role-model final tests from the last two years can be accessed here and here. The usual proviso applies.

· The third and last section of slides on panel methods in empirical macroeconomics has been sent to participants. Kindly contact me if you did not receive the slides.

· 28 students attended the final test on June 14. Results were mailed to participants.

· June 24 and June 28 were used for presentations of empirical projects.

· Following the submission of their project reports, participants are informed individually. Late project reports cannot be accepted after July 4, 2019.

Information for the participants of 040256 Panel data

· In the first unit on March 7, the plan of the course was confirmed as outlined above.

· Three sets of didactic slides have been sent to participants (Fixed and random effects in static panel regression, tests on hypotheses in static panel regression, dynamic panel regression). Kindly contact me if you did not receive any of these.

· In the unit on March 21, the date for the test was convened. The test was on June 6.

· In response to a request from participants, guidelines for the empirical project are provided here.

· The course unit on May 23 had to be canceled, so the last regular unit before the test was on May 16, as there is a public holiday on May 30. A role-model test from a previous comparable course is accessible here. The usual caveat applies: course contents and emphasis may have changed.

· The Stata command file that I have used in the course can be accessed here. The corresponding data file can also be accessed, but it is freely available from the web pages for the Baltagi book anyway.

· 14 participants attended the test on June 6. Scores with explanations have been sent to all participants.

· There were no units on June 13 and June 20. The last course unit on June 27 was used for project presentations.

· Following the submission of their project reports, participants are informed individually. Late project reports cannot be accepted after July 4, 2019.