Einzelansicht eines Moduls
Modul (6 Credits)
Applied Panel Time Series Analysis in International Economics
- Englischer Bezeichner
- 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
- Infos für das aktuelle Semester
- Bestandteile
Vorlesung mit integriertem Seminar (6 Credits)
Applied Panel Time Series Analysis in International Economics
- Anbieter
- Lehrstuhl für VWL, insb. Internationale Wirtschaftsbeziehungen
- Lehrperson
- Dr. Lennart Empting
- Turnus
- unregelmäßig
- SWS
- 4
- Sprache
- englisch
- 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.