Summer Term 2014

The event is held in English.

Download

• Exam results (German)

Exam

• Written exam (90 min.)
• Active participation
• Short presentation

Creditable as

• MA-062

Requirements

• None

Content

The course deals with methods of time series econometrics, which are mainly applied in macroeconomics and finance. We will discuss autoregressive, moving average, and mixed models for time series as well as ARCH and GARCH models for time-varying conditional variances. The course also covers nonlinear extensions of classic approaches like Smooth Transition models. In addition to the theoretical foundations, the students will learn essential tools and techniques to implement them with real data sets in computer sessions.

Topics

• Autoregressive Models
• Moving Average and ARMA Models
• Modeling Volatility
• Nonlinear Time Series Models

Literature

• Enders, W. (2004): Applied Econometric Time Series Analysis. Wiley.
• Hamilton, J.D. (1994): Time Series Analysis. Princetion University Press.
• Kirchgässner, G., Wolters, J., and Hassler, U. (2013): Introduction to Modern Time Series Analysis. Springer.
• Lütkepohl, H. (2007): New Introduction to Multiple Time Series Analysis. Springer.

Download

• Exam results (German)
• Repeat exam results (German)

Exam

• Written exam (60 min.)

Creditable as

• B.BM.VWL.410, B.VM.VWL.510, BA-600, BA-P-601, B51

Content

This course deals with fundamental statistical methods and their applicability in business administration and economics. Students will be enabled to analyze economic theories and issues statistically and to interpret the results with regard to their content. After completion the students should have a methodological base for further studies.

Topics

• Descriptive Statistics
• Data Collection and Data Presentation
• Probability Calculus
• Inferential Statistics

Literature

• Schira, J. (2012): Statistische Methoden der VWL und BWL. Pearson Studium.

The event is held in English.

Download

• Seminar announcement (German)
• Formal requirements (German)
• Template: Declaration of academic honesty (German)
• Template: Declaration of consent (German)

Dates

• Kick-off meeting: 10.04.2014 at 15.00 (s.t.), Room 3.06.S22.
• Registration (via E-Mail): 15.04.2014
• Allocation of the topics (via E-Mail): 17.04.2014
• Presentation of a preliminary version of the seminar paper: 22.05.2014
• Submission deadline: 16.06.2014
• Allocation of discussants (via E-Mail): 18.06.2014
• Final presentations and discussions: 26.06.2014

Exam

• Participation in kick-off meeting
• Presentation of a preliminary version of the seminar paper
• Seminar paper (max. 25 pages)
• Final presentation
• Discussant of another seminar paper

Creditable as

• Economics: MA-FK-600

Requirements

• MA: Microeconometrics
• MA: Public Policy Evaluation recommended

Content

In the summer term 2014, there will be a reserach seminar covering the topic of "minimum wages". The German government plans to introduce a federal minimum wage on January 1, 2015. The research seminar tries to shed light on the potential effects of minimum wages. Therefore, participants will analyze theoretical models as well as empirical studies. The aim of the research seminar is to obtain an extensive overview about the topic and to be able to follow the public debate. Every student will write a paper about a single subtopic.