PMAEMM Application of Economic-Mathematical Models

Faculty of Economics and Administration
Autumn 2007
Extent and Intensity
2/2/0. 5 credit(s). Type of Completion: zk (examination).
Teacher(s)
Mgr. Hana Fitzová, Ph.D. (lecturer)
Mgr. Hana Fitzová, Ph.D. (seminar tutor)
Guaranteed by
prof. Ing. Osvald Vašíček, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Timetable
Wed 9:20–11:00 P201
  • Timetable of Seminar Groups:
PMAEMM/1: Fri 8:30–10:05 VT206, H. Fitzová
PMAEMM/2: Fri 10:15–11:50 VT203, H. Fitzová
Prerequisites (in Czech)
PMEM2A Math Methods in Economics II && PMSTAI Statistics I && PMSTII Statistics II
Course Enrolment Limitations
The course is offered to students of any study field.
The capacity limit for the course is 40 student(s).
Current registration and enrolment status: enrolled: 0/40, only registered: 0/40, only registered with preference (fields directly associated with the programme): 0/40
Course objectives
The aim of the course “Application of Economic-Mathematical Models” is to acquaint the students with the fundamentals of modelling based on quantitative procedures in economic analysis, prognosis and choice of instruments in macroeconomic policy. The course provides the opportunity for students to verify correctness of macroeconomic theory postulates, to gain experience working with real macroeconomic data, along with their exploitation in computer models and with evaluation of model results in connection with anticipating the impacts of economic policy. Included in the course are also successful applications of economic-mathematical models.
Syllabus (in Czech)
  • - Tempa růstu - Model ekonomiky Robinsona Crusoe - Model domácnosti s trhem zboží a peněz - Model domácnosti s trhem práce - Modelování hospodářského cyklu - Modelování hospodářského růstu - Modelování monetární politiky - Modelování racionálních očekávání - Principy některých odhadových technik používaných na ekonomické modely - Box-Jenkinsonova metodologie modelování - Problematika nestacionárních dat - Kointegrace časových řad a „error correction“
Literature
  • HUŠEK, Roman. Ekonometrická analýza. Vyd. 1. Praha: Ekopress, 1999, 303 s. ISBN 80-86119-19-X. info
  • WALSH, Carl E. Monetary Theory and Policy. 1998. ISBN 0-262-23199-9. info
  • SODERLIND, Paul. Lecture Notes for Monetary Policy. 2001. info
  • ENDERS, Walter. Applied econometric time series. 2nd ed. Hoboken: John Wiley & Sons, 2004, xiv, 460. ISBN 0471230650. info
  • PINDYCK, Robert S. and Daniel L. RUBINFELD. Econometric models and economic forecasts. 4th ed. Boston: Irwin, 1997, xx, 634. ISBN 0070502080. info
  • ROMER, David. Advanced macroeconomics. 2nd ed. Boston: McGraw-Hill, 2001, xx, 651. ISBN 0072318554. info
Assessment methods (in Czech)
Požadavky pro připuštění ke zkoušce: aktivní účast na seminářích a vypracování domácích úkolů v průběhu semestru. Zkouška: písemný test, ústní zkouška.
Language of instruction
Czech
Further comments (probably available only in Czech)
Study Materials
The course is taught annually.
Information on course enrolment limitations: 10 pouze přednáška
The course is also listed under the following terms Spring 2002, Spring 2003, Autumn 2003, Autumn 2004, Autumn 2005, Autumn 2006, Autumn 2008.
  • Enrolment Statistics (Autumn 2007, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2007/PMAEMM