Macroeconometrics (sections)
The classes take place in summer semester.
Meeting dates: 2012-03-07, 2012-03-21, 2012-04-04, 2012-05-30 (presentations)
Detailed description of the grading procedure and deadlines
Additional guidelines for final model - what should it include
Lab 1. - general introduction, projects, grading, Eviews intro
Macroeconometrics_lab1.pdf ibm_quotations.xls
Recommended Readings:
Eviews 6 User's Guide: Introduction
Eviews 6 User's Guide II
A Short Introduction to Eviews
Introduction to Eviews
Introduction to Eviews
Lab 2. - structural models and simulations
Macroeconometrics_lab2.pdf klein.wf1 macromod.wf1
Recommended Readings: General notes about structural modeling
Lab 3. - ADL models and Granger causality testing
Macroeconometrics_lab3.pdf dhsy.wf1 beyer.wf1
Recommended Readings: DHSY article
Lab 4. - Non-stationarity and its testing, cointegration testing and ECM
Macroeconometrics_lab4.pdf dhsy.wf1
Recommended Readings: DHSY article
Lab 5. - VAR models
Macroeconometrics_lab5.pdf macroecon.wf1 monetary.wf1
Recommended Readings: Rusek's article - sample paper using VAR methodology
Lab 6. - VEC models
Macroeconometrics_lab6.pdf monetary.wf1 macroecon.wf1
Recommended Readings: Anoruo's article - sample paper using VEC methodology
Lab 7. - students' presentations
Data sources:
Polish Central Bank
Ministry of Finance
Central Statistical Office
Warsaw Stock Exchange
Bossa.pl - current and historical quotations from Warsaw Stock Exchange
European Central Bank
Eurostat
Federal Reserve USA
World Bank Data and Statistics
Eviews links:
Eviews Internet References
Eviews tutorial
Learning Eviews
