N_EKM Econometrics

Institute of Technology and Business in České Budějovice
summer 2020
Extent and Intensity
0/2/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
Ing. Květa Papoušková (seminar tutor)
Guaranteed by
doc. RNDr. Zdeněk Dušek, Ph.D.
Department of Informatics and Natural Sciences – Faculty of Technology – Rector – Institute of Technology and Business in České Budějovice
Supplier department: Department of Informatics and Natural Sciences – Faculty of Technology – Rector – Institute of Technology and Business in České Budějovice
Timetable of Seminar Groups
N_EKM/L6: Sat 7. 3. 8:00–9:30 A6, 9:40–11:10 A6, 11:25–12:55 A6, 13:05–14:35 A6, K. Papoušková
Prerequisites
Courses: Statistics, Informatics, Mathematics
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives supported by learning outcomes
The aim of the course is to introduce the students with basic models and methods of quantitative analysis and forecasting in macro- and microeconomics.
Learning outcomes
After the successful completion of the course, the student is able to analyze relations (dependancies) between economical variables and forecast the future developments.
Syllabus
  • 1. Subject of econometrics, history, basic concepts, econometric models. 2. Linear model, its economic, statistical and econometric verification. 3. Choice of econometric model. 4. General linear model, matrix form. 5. The use of the general linear model, assumptions of linear model. 6. Modeling of demand and cost function, analysis of market equilibrium. 7. Non-linear demand function, Leontief input-output model. 8.,9. Modeling of production functions, applications of models. 10. Models of simultaneous equations, their structural and reduced form. 11. Estimation of parameters of simultaneous equations. 12. Time series moodels. 13. Simulation in econometric models.
Literature
    required literature
  • HUŠEK, R. Ekonometrická analýza. Praha: Oeconomica, 2007. ISBN 978-80-245-1300-3
  • HUŠEK, R. Aplikovaná ekonometrie. Praha: Nakladatelství Oeconomica, 2009. ISBN 978-80-245-1623-3
    not specified
  • GRIFFITHS, W.E. – HILL, R.C. – JUDGE, G.G. Learning and Practicing Ecomometrics. New York: John Wiley&Sons, 1993. ISBN 0-471-51364-4
  • LEJNAROVÁ, Š. – RÁČKOVÁ, A. – ZOUHAR, J. Základy ekonometrie v příkladech. Praha: Nakladatelství Oeconomica, Vysoká škola ekonomická, 2009, ISBN 978-80-245-1564-9
  • Stuchlý, J. Statistické metody pro manažerské rozhodování. Jindřichův Hradec: Fakulta managementu, Vysoká škola ekonomická v Praze, Nakladatelství Oeconomica 2004. ISBN 80-245-0153-8
  • STUCHLÝ, J. Ekonometrie. Učební text. Jindřichův Hradec: Vysoká škola ekonomická v Praze. Fakulta managementu Jindřichův Hradec
  • GUJARATI, D.N. - DAWN, C.P. Basic Econometrics, Fift Ed. New York: Mc.Grow-Hill Irwin 2008. ISBN 978-0-07-337577-9
  • STUCHLÝ, J. Statistika: studijní opora pro kombinované studium. České Budějovice: Vysoká škola technická a ekonomická v Českých Budějovicích, 2012. ISBN 978-80-7468-021-2
  • HANČLOVÁ, J. Ekonometrické modelování. Praha: Profesional Publishing 2012. ISBN 978-80-7431-088-1
  • GUJARATI, D.N. Student Solution Manual for use with Basic Econometrics. Fourth Ed. New York: McGraw-Hill 2002. ISBN 978-0072427929
  • CIPRA, T. Finanční ekonometrie. Praha: Ekopres, 2008. ISBN 978-80-86929-43-9
  • GUJARATI, D.N. Basic Econometrics. Fourth Ed. New York: McGraw-Hill, 2003. ISBN 0-07-233542-4
  • POJKAROVÁ, K. Ekonometrie a prognostika v dopravě. Pardubice: Dopravní fakulta J. Pernera, Univerzita Pardubice, 2006. ISBN 80-7194-868-3
  • DUFEK, J. Ekonometrie. Brno: Mendelova zemědělská a lesnická univerzita v Brně, 2003. ISBN 80-7157-654-9
Forms of Teaching
Lecture
Seminar
Excursion - language
Tutorial
Consultation
Teaching Methods
Frontal Teaching
Project Teaching
Brainstorming
Critical Thinking
Individual Work– Individual or Individualized Activity
Teaching Supported by Multimedia Technologies
Student Workload
ActivitiesNumber of Hours of Study Workload
Daily StudyCombined Study
Preparation for Seminars, Exercises, Tutorial1331
Preparation for the Final Test2929
AnyLogic1010
Attendance on Seminars/Exercises/Tutorial/Excursion268
Total:7878
Assessment Methods and Assesment Rate
Exam – written
Test – mid-term 30 %
Test – final 70 %
Presentation
Report
Seminary Work
Project – semestral
Consultation
Exam conditions
Grading of the course: semestral test: maximum 30% (0-30 points), Final Test: maximum 70% (0-70 points). Successful graduates of the course have to get totally at least 70 points: A 100 – 90, B 89,99 – 84, C 83,99 – 77, D 76,99 – 73, E 72,99 – 70, FX 69,99 – 30, F 29,99 - 0.
Language of instruction
Czech
Teacher's information
Attendance in lessons is defined in a separate internal standard of ITB (Evidence of attendance of students at ITB). It is compulsory, except of the lectures, for full-time students to attend 70 % lesson of the subjet in a semester.
The course is also listed under the following terms winter 2014, summer 2015, summer 2018, summer 2019, summer 2021.
  • Enrolment Statistics (summer 2020, recent)
  • Permalink: https://is.vstecb.cz/course/vste/summer2020/N_EKM