ECTS
ECTS Course Catalogue
Course details
Course code: RIPS20108o15Semester: 2015/2016 winter
Name: Forecasting and simulation of processes
Major: Production Engineering and Management
Study Type: second cycle
Course type: compulsory
Study Semester: 2
ECTS points: 5
Hours (Lectures / Tutorials / Other): 15 / 30 / 0
Lecturer: Dr hab. Helena Jasiulewicz, prof. nadzw. UP
Language of instruction: Polish
Learning outcomes: Knowledge: Student formulates in a strict (mathematical) way problems concerning economic phenomenoms and processes. Student has a knowledge in modeling, forecasting and simulation of economic effects and processes. Student knows quantitative and computer methods used in economic sciences. Skills: Student knows how to forecast and simulate the economic processes based on the econometric models. Student can interpret and assess the results of quantitative research. Student uses computer programs to solve the economic problems.
Competences: Social competences: Student is aware of a role of gained knowledge and experience. Student is aware and understanding of the social aspects of practical applications obtained knowledge and skills and responsibility connected with it.
Prerequisites: Mathematics and statistics for the first level of MPE. Ability to logical thinking and solving exercises.
Course content: Design of single and simultaneous equation econometric models. The model of investment and results of production. Estimation and verification of models. Forecasting and errors of forecast. Time series. Trends and season fluctuations. Forecasting and simulation basing on the series. Gauss-Seidel method. Method of multipliers.
Recommended literature: 1. Wprowadzenie do ekonometrii, red. K. Kukuła, PWN, Warszawa 2009. 2. Zbiór zadań z ekonometrii. Red. J Dziechciarz, AE, Wrocław 2000. 3. Prognozowanie gospodarcze. Metody i zastosowania, red. M. Cieślak, PWN, Warszawa 2004. 4. Metody prognozowania. Zbiór zadań, red. B. Radzikowska, UE, Wrocław 2010. 5. D. Błaszczuk. Wstęp do prognozowania i symulacji, PWN, Warszawa 2006. 6. J. Gajda. Prognozowanie i symulacja a decyzje gospodarcze. C.H.Beck, warszawa 2001. 7. A. Zeliaś, B. Pawełek, S. Wanat. Prognozowanie ekonomiczne. Teoria, przykłady, zadania. PWN, Warszawa 2003. 8. K. Kolenda, M. Kolenda. Analiza i prognozowanie szeregów czasowych. Programy komputerowe. Placet, Warszawa 1999.
Assessment methods: Knowledge: Writing exam. Skills: Two tests for practical exercises. Personal and social competences: Attendance and in laboratory
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