| Competences |
| Type A | Code | Competences Specific |
| A8 | Use advanced quantitative techniques to develop a research project within the international markets framework (research speciality). | |
| Type B | Code | Competences Transversal |
| Type C | Code | Competences Nuclear |
| Learning outcomes |
| Type A | Code | Learning outcomes |
| A8 |
Know how to select and apply advanced mathematical and econometric techniques to solve specific problems. | |
| Type B | Code | Learning outcomes |
| Type C | Code | Learning outcomes |
| Contents |
| 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 |
| Planning |
| Methodologies :: Tests | ||||||||||
| Competences | (*) Class hours |
Hours outside the classroom |
(**) Total hours | |||||||
| Introductory activities |
|
1 | 0 | 1 | ||||||
| Lecture |
|
10 | 30 | 40 | ||||||
| IT-based practicals in computer rooms |
|
8 | 14 | 22 | ||||||
| Personal attention |
|
5 | 5 | 10 | ||||||
| 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 | Introduction to the contents of the subject. |
| Lecture | Analysis of the contents of the subject. |
| IT-based practicals in computer rooms | Tutorials using econometric software (for example, STATA, Gretl). |
| Personal attention | Consultation time. |
| Personalized attention |
| Description |
| At the beginning of the course I will make available my consultation hours. |
| Assessment |
| Methodologies | Competences | Description | Weight | ||||
| IT-based practicals in computer rooms |
|
Problem solving in the computer classroom | 30% | ||||
| Extended-answer tests |
|
Tests of development of the theory explained in the lectures | 70% | ||||
| Others |
| Other comments and second exam session | |||
|
The second call will consist of a final exam that is worth 100% of the grade. |
|||
| Sources of information |
| Basic |
Aslanidis, N., Applied Macroeconometrics, Publicacions URV, 2017
Martin, V., Hurn, S., Harris, D., Econometric Modelling with Time Series, Cambridge University Press, 2013 |
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| Complementary | |||||||||
| Recommendations |
(*)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.