| Competences |
| Type A | Code | Competences Specific |
| A2 | Students master the basic methods and tools for analyzing business reality. | |
| A3 | Find, analyze and interpret quantitative and qualitative information of a financial, accounting, economic, social and legal nature that is relevant to the taking of business decisions. | |
| Type B | Code | Competences Transversal |
| B3 | Critical, logical and creative thinking, and an ability to innovate | |
| B4 | Autonomy, responsibility and initiative | |
| Type C | Code | Competences Nuclear |
| C3 | Be able to manage information and knowledge |
| Learning outcomes |
| Type A | Code | Learning outcomes |
| A2 |
Apply econometric techniques to the empirical analysis of problems related to business reality. | |
| A3 |
Learn the advanced elements of the linear regression model and multi-equation models. Identify how models can be applied to macroeconomic problems (temporal and spatial dimension of economic activity). Use econometric software appropriately. | |
| Type B | Code | Learning outcomes |
| B3 |
Be aware of the limitations and weak points of their work processes and methods. Apply innovative techniques and obtain results. | |
| B4 |
Do the work planned in accordance with the quality criteria provided. Suggest ways of improving the quality of work. | |
| Type C | Code | Learning outcomes |
| C3 |
Have a full understanding of the economic, legal, social and ethical implications of accessing and using information. |
| Contents |
| Topic | Sub-topic |
| Tema 1:Dades macroeconòmiques |
1.1 Característiques de dades macroeconòmiques 1.2 Fonts més importants sobre dades macroeconòmiques 1.3. Software |
| Tema 2: Models de dades de panel |
2.1. Models de dades de panel estatics 2.2. Models de dades de panel dinamics 2.3. Panel unit root tests 2.4. Estimació difference-in-differences (DiD) 2.5. Aplicacions |
| Tema 3: Modelos VAR |
3.1 Modelo estructural bivariant 3.2 Estimació 3.3 Indentificació 3.4 Aplicacions |
| Planning |
| Methodologies :: Tests | ||||||||||
| Competences | (*) Class hours |
Hours outside the classroom |
(**) Total hours | |||||||
| Introductory activities |
|
2 | 2 | 4 | ||||||
| Lecture |
|
20 | 50 | 70 | ||||||
| Laboratory practicals |
|
20 | 40 | 60 | ||||||
| Seminars |
|
2 | 6 | 8 | ||||||
| Assignments |
|
2 | 0 | 2 | ||||||
| Personal attention |
|
2 | 0 | 2 | ||||||
| Multiple-choice objective tests |
|
2 | 0 | 2 | ||||||
| Extended-answer tests |
|
2 | 0 | 2 | ||||||
| (*) On e-learning, hours of virtual attendance of the teacher. (**) The information in the planning table is for guidance only and does not take into account the heterogeneity of the students. | ||||||||||
| Methodologies |
| Description | |
| Introductory activities | Parlar de dades macroeconomiques i dades de panell. |
| Lecture | Presentar models economètrics per a dades macroeconòmics. |
| Laboratory practicals | Estimar els models utilizant EViews, GRETL o STATA. |
| Seminars | Extensions de models economètrics per a dades macroeconòmiques. |
| Assignments | Treballs en grup. Utilitzar dades macroeconòmiques i estimar models. |
| Personal attention | Hores de consulta/visita. |
| Personalized attention |
| Description |
|
L'atenció personalitzada en l'assignatura se planteja amb hores de consulta(visita). En cas de que hagi confinament l' atenció serà via correu electrònic o via Teams. |
| Assessment |
| Methodologies | Competences | Description | Weight | ||||||
| Assignments |
|
Un treball en grup. | 10% | ||||||
| Multiple-choice objective tests |
|
Un examen tipus test sobre els temes 1 i 2. | 40% | ||||||
| Extended-answer tests |
|
Un examen final de contingut de tota l'assignatura 50%. | 50% | ||||||
| Others |
| Other comments and second exam session | |||
|
La segona convocatòria consisteix en un examen de contingut de tota l'assignatura i val 100% de la nota final. |
|||
| Sources of information |
| Basic |
Gujarati, D. N. , Econometría, MacGraw-Hill,
Aslanidis, N., Applied Macroeconometrics , Publicacions URV, 2017 |
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| Complementary | |||||||||
| Recommendations |
| Subjects that it is recommended to have taken before | |||
|
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(*)The teaching guide is the document in which the URV publishes the information about all its courses. It is a public document and cannot be modified. Only in exceptional cases can it be revised by the competent agent or duly revised so that it is in line with current legislation.