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國立中山大學 097學年度第1學期 課程教學大綱
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中文名稱
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總體應用計量 |
課號
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M6042020 |
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英文名稱
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APPLIED MACROECONOMETRICS |
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課程類別
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講授類 |
必選修
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選修 |
系所
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經濟學研究所碩士班 |
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授課教師
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印永翔 |
學分
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3 |
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課程網頁
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尚未建置 |
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課程大綱
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This is a Master and Ph.D level class. All students are expected to have
basic training from intermediated macro, micro, and econometrics classes.
The fundamentalstatistics and software backgrounds are plus. To be successful
in this class,the homework and reading in advance are important. |
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課程目標
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The objective of this class is the discussion and the practical
illustration of techniques used in applied macroeconometrics.
Recently, applied macroeconometrics has been dramatically changed
and applied; for example, ordinary least squares (OLS), vector
autroregressive (VAR),co-integration, Panel data analysis, and
calibrations have become necessary in doing empirical works.
Theoretically, the growth models have been innovated chronologically,
Solow, Ramsey, Endogenous growth model, real business cycles (RBC), and
dynamically stochastic general equilibrium (DSGE) model are also updated.
How the theoretical modles combined with applied macro techiniques is the
main goal in this class. Students are expected to download data from assigned
website to completereading assignments, and also expected to run programs to
generate necessary tables and graphs for discussions in the class. |
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授課方式
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評分方式﹝評分標準及比例﹞
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1. Class Participation(20%)
2. 4 Homework sets (20%)
3. Midterm Exam (25%) and Final Exam (25%)
4. Two referee reports (10%) |
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參考書/教科書/閱讀文獻〔請遵守智慧財產權觀念，不可非法影印〕
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There are several macroeconometrics books and macro theoretical books will be
applied in this course. Books are required in the class if fonts are in Italic style.
1. Applied Macroeconometrics.Carlo A. Favero. 2001. Oxford University Press. ISBN 0-19-877583.
2. Structural Macroeconometrics. David N. DeJone and Chetan Dave. 2007. Princeton University Press.
3. Methods for Applied Macroeconomic Research. Fabio Canova. 2007. Princeton University Press. ISBN-13: 978-0-691-11504-7.
4. Advanced Macroeconomics. David Romer. McGraw-Hill Irwin Press.
5. Macroeconomic Theory-A Dynamic General Equilibrium Approach. Michael Wickens. 2007. Princeton University Press.
6. Internaitonal Macroeconomics and Finance, Nelson Mark. 2005. MIT Press.
7. Introductory Econometrics A Modern Approach. 2000. Jeffrey Wooldridge. South-Western Press. |
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每週課程內容及預計進度
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1. The foundations of applied macroeconometrics (Week 1-2, 6 hours)
A. The basics of Ordinary Least Squares (OLS).
B. The inferences and testing hypothesis of OLS.
C. How do we apply OLS in the reality?
2. The Structure of Time-Series Data and Applications (Week 3-5, 9 hours)
A. White-noise process.
B. ARIMA model and applications.
C. Hodrica-Prescott (HP), Band-Pass (BP) filters.
D. Co-integration process.
3. The VAR and Identificaiton Problem in Macroeconometrics (Week 6-8, 9 hours)
A. Vector Auto-regressive (VAR).
B. Structural VAR.
C. Near-VAR.
4. Real Business Cycles (RBC) and Applications (Week 10-13, 12 hours)
A. The Baseline of RBC.
B. International RBC
C. Productivity Shocks versus Demand Shocks.
D. Dynare and Matlab.
5. Panel Data and Applications (Week 14-17, 12 hours)
A. Fixed versus Random Effects.
B. Between and Within Estimator.
C. Panel Unit Roots and Panel Cointegration.
D. Panel Quantitle Regression. |
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課業討論時間
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1.Office hour:週(四) (13:00～15:00)
2.地點:社4022 |
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