Einzelansicht eines Moduls

Modul (6 Credits)

Applied Panel Time Series Analysis in International Economics

Name im Diploma Supplement
Applied Panel Time Series Analysis in International Economics
Verantwortlich
Prof. Dr. Volker Clausen
Voraus­setzungen
Siehe Prüfungsordnung.
Workload
180 Stunden studentischer Workload gesamt, davon:
  • Präsenzzeit: 60 Stunden
  • Vorbereitung, Nachbereitung: 60 Stunden
  • Prüfungsvorbereitung: 60 Stunden
Dauer
Das Modul erstreckt sich über 1 Semester.
Qualifikations­ziele

The students

  • can identify empirical problems in the literature of international economics and narrow those down to specific research questions
  • can apply adequate econometric methods to answer these questions
  • can present, interpret, and discuss their results in the context of the literature
  • can discuss and collaboratively solve their own and other students' subject-specific issues in plenary sessions
  • are prepared for the requirements of an empirical Master's thesis
Praxisrelevanz

The practical relevance of the module is high in view of the key importance of empirical work in international economics and elsewhere.

Prüfungs­modalitäten

The module-related examination consists of (i) a term paper (typically 15 pages, 65% of the grade), (ii) an accompanying presentation (typically 20 minutes, 35% of the grade).

Verwendung in Studiengängen
  • BWL EaF MasterWahlpflichtbereich 1.-3. FS, Wahlpflicht
  • ECMX MasterWahlpflichtbereichME6 Applied Econometrics 1.-3. FS, Wahlpflicht
  • VWL MasterWahlpflichtbereich I 1.-3. FS, Wahlpflicht
Bestandteile
Name im Diploma Supplement
Applied Panel Time Series Analysis in International Economics
Anbieter
Lehrstuhl für VWL, insb. Internationale Wirtschaftsbeziehungen
Lehrperson
Dr. Lennart Empting
SWS
4
Sprache
englisch
Turnus
unregelmäßig
Erläuterung zum unregelmäßigen Turnus
Die Veranstaltung wird einmalig im Sommersemester 2025 angeboten.
maximale Hörerschaft
unbeschränkt
Hörerschaft

empfohlenes Vorwissen

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.

Lehrinhalte

  • 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

Literaturangaben

  • 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.

didaktisches Konzept

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.

Vorlesung mit integriertem Seminar: Applied Panel Time Series Analysis in International Economics (WIWI‑C1271)
Modul: Applied Panel Time Series Analysis in International Economics (WIWI‑M0968)