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Freie Universität Bozen

Ökonometrie für Finanzwirtschaft

Semester 2 · 27348 · Bachelor in Wirtschaftswissenschaften und Betriebsführung · 6KP · IT


The course covers various topics related to modelling
and time series analysis, with the aim of studying and interpreting economic and financial phenomena.
It is structured around three main areas:
(1) the linear regression model
(2) the ARIMA models; and
(3) models for volatility analysis.

Each topic is presented in depth from a theoretical point of view
theoretical perspective and the main practical applications are discussed. The course includes guided exercises to support understanding of key concepts as well as practical analysis of real data sets using R software.

Lehrende: Greta Goracci

Vorlesungsstunden: 36
Laboratoriumsstunden: 18
Anwesenheitpflicht: No obligation to attend, however attendance recommended

Themen der Lehrveranstaltung
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Unterrichtsform
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Bildungsziele
ILO (Intended Learning Outcomes) ILO 1 Knowledge and understanding ILO 1.1 knowledge of basic and intermediate level mathematical tools for understanding and analysing economic mechanisms through theoretical models and empirical applications ILO 1.2 knowledge of tools for static, dynamic, and comparative analysis of data on individuals, firms and economies ILO 1.3 knowledge and understanding of descriptive statistics, the fundamentals of probability theory and sample methods, standard distributions and their application to economic analysis as well as linear and non-linear regression ILO 2 Ability to apply knowledge and understanding ILO 2.1 know how to analyse economic data using descriptive statics, parametric and non-parametric methods as well as linear and non-linear regression and interpret the results ILO 2.2 know how to set up and carry out an empirical project using econometric software and financial or economic databases ILO 2.3 knowing how to use IT tools for the analysis of economies ILO 3 Autonomy of judgement ILO 3.1 choose the most appropriate quantitative and qualitative methods of analysis ILO 3.2 find the necessary information in databases, legal sources and scientific literature ILO 3.3 using logical reasoning to combine information and analytical methods, also using modern software packages, to arrive at a solution ILO 4 Learning ability ILO 4.1 retrieve information from databases, scientific literature, laws and regulations as required in professional life ILO 4.2 to analyse, critically process and integrate data, information and future experience, also using advanced software

Bildungsziele und erwartete Lernergebnisse (zus. Informationen)
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Art der Prüfung
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Bewertungskriterien
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Pflichtliteratur

Jim H. Stock and Mark W. Watson, Introduction to

Econometrics, Pearson International 4th Edition.



Weiterführende Literatur

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Weitere Informationen
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Ziele für nachhaltige Entwicklung
Diese Lehrtätigkeit trägt zur Erreichung der folgenden Ziele für nachhaltige Entwicklung bei.

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