Veranstaltungen
Lecture with integrated Seminar
Applied Panel Time Series Analysis in International Economics
- Name in diploma supplement
- Applied Panel Time Series Analysis in International Economics
- Organisational Unit
- Lehrstuhl für VWL, insb. Internationale Wirtschaftsbeziehungen
- Lecturers
- Dr. Lennart Empting
- SPW
- 4
- Language
- English
- Cycle
- irregular
- Explanation for irregular cycle
- Die Veranstaltung wird einmalig im Sommersemester 2025 angeboten.
- Participants at most
- no limit
- Participants
Preliminary knowledge
A solid understanding of econometric methods as taught in the courses “Methoden der Ökonometrie” and/or “Zeitreihenanalyse”. First experience with R.
Abstract
This course focusses on panel time series methods and their practical application to address empirical questions in international economics. By considering time series data from multiple economies jointly, these methods can improve estimation performance and further provide insights into the interdependencies between economies.
Contents
- Literature review of (1) econometric studies in international economics and (2) relevant methods in econometrics
- Data research and preparation, application of econometric methods and presentation of results using R
- The preparation of a term paper and a presentation as well as the discussion of their results
Literature
- Baltagi (2015) The Oxford Handbook of Panel Data, Oxford University Press.
- Empting (2025) The pvars R-package: VAR Modeling for Heterogeneous Panels.
- Hsiao (2022) Analysis of Panel Data, Cambridge University Press.
Further literature will be announced during the course.
Teaching concept
Classes are organized as lectures. The discussions are complemented by problem sets, illustrations in R, and collaborative interactive programming sessions to support students' understanding of the statistical concepts and their empirical application.
Die Veranstaltung entspricht einem Vorlesungsanteil von 2 SWS und einem Seminaranteil von 2 SWS.