N_EKM Econometrics
Institute of Technology and Business in České Budějovicesummer 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
Activities Number of Hours of Study Workload Daily Study Combined Study Preparation for Seminars, Exercises, Tutorial 13 31 Preparation for the Final Test 29 29 AnyLogic 10 10 Attendance on Seminars/Exercises/Tutorial/Excursion 26 8 Total: 78 78 - 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.
- Enrolment Statistics (summer 2020, recent)
- Permalink: https://is.vstecb.cz/course/vste/summer2020/N_EKM