Courses list

Wersja polska

Course code: RESN20081o12
Semester: 2012/2013 winter
Name: ECONOMETRICS AND FORECASTINGS OF ECONOMICAL PROCESSES
Major: Economics
Study Type: second cycle
Course type: compulsory
Study Semester: 3
ECTS points: 8
Hours (Lectures / Tutorials / Other): 12 / 18 / 0
Lecturer: dr hab. Helena Jasiulewicz, prof. nadzw. UP
Language of instruction: Polish


Learning outcomes: KNOWLEDGE: Student knows methods of econometrical modelling and forecasting of economical phenomena. Student knows general and detailed methods used in economical sciences. Student can express problems of economical phenomena and processes in a scientific (mathematical) way. SKILLS: Student has ability to correct analyze reasons and courses of business occurrences and processes. Student applies statistical methods to estimate and verification econometrical models. Student can use specialist computer programs to solve economical problems.

Competences: PERSONAL AND SOCIAL COMPETENCES: Student is able to replenish and develop his knowledge and skills. Student understands social aspects of practical applications of obtained knowledge and responsibility connected with this.

Prerequisites: Mathematics and descriptive statistics for the first level and statistical inference for the second level of the field of economics. Ability to logical thinking and solving exercises.

Course content: Structure of one-equation econometrical models. Estimation and verification of models. Forecasting and errors of forecasting. Time series. Trends and seasonal fluctuation. Multi-equation econometrical models. Modeling and forecasting of qualitative variables.

Recommended literature: 1. Wprowadzenie do ekonometrii, red. K. Kukuła, PWN, Warszawa 2009. 2. B. Borkowski, H. Dudek, W Szczęsny, Ekonometria. Wybrane zagadnienia, PWN Warszawa 2003. 3. Ekonometria, red. M. Gruszczyński, M. Podgórska, SGH, Warszawa 2000. 4. Prognozowanie gospodarcze. Metody i zastosowania, red. M. Cieślak, PWN, Warszawa 2004. 5. Zbiór zadań z ekonometrii. Red. J Dziechciarz, AE, Wrocław 2000. 6. Metody prognozowania. Zbiór zadań, red. B. Radzikowska, UE, Wrocław 2010. 7. E. Nowak, Zarys metod ekonometrii. Zbiór zadań, PWN,Warszawa 2002. 8. G. S. Madala, Ekonometria, PWN, Warszawa 2008. 9. A. Welfe, Ekonometria, PWE, Warszawa 2003. 10. A. Welfe, Ekonometria. Zbiór zadań, PWE, Warszawa 2003.

Assessment methods: Knowledge: Writing exam. Skills: Two tests for practical exercises. Personal and social competences: Discussion in a laboratory.

Comment: Attendance in laboratory is required.