Learning objectives
The aim of the course is to teach the main forecasting and empirical testing techniques. After presenting the main techniques of a well-known econometric software program, the course moves on to cover fundamental concepts relative to empirical analyses, then case studies relevant to financial topics.<br />
Prerequisites
Statistics (especially regression techniques), and Monetary Economics
Course unit content
<br />Syllabus:<br />The main econometric techniques (applications of both <br />Eviews and EasyReg econometric softwares).<br />Various forecasting techniques (econometric model, historical<br />series, indicators etc.) applied to real cases.<br />
Full programme
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Bibliography
<br />Financial Forecasts lecture notes available from the photocopy office of the Faculty of Economics and also published on the web site of the course (http://economia.unipr.it/docenti/prog.asp?id=82&id_corso=251), ' in the "Materiali Didattici" ("Teaching Materials") section, at paragraphs "Dispense del corso" ("Course Lecture Notes") and "Lucidi e diapositive delle lezioni" ("Lecture Transparencies and Slides"). At the paragraph 'exercises and examinations' there is a series of exercises on the use of the econometric softwares. <br />Students can practise using the E-views program at the LID (Laboratorio di Informatica Didattica = Learning Information Lab) of the Faculty of Economics.
Teaching methods
<br />Computer-based exam with oral test. Fac similes of the questions may be found on the web site for the subject (http://economia.unipr.it/docenti/prog.asp?id=82&id_corso=251) at the "Materiali Didattici" section, at paragraph "Esercizi e prove d'esame" (Exercises and examinations).
Assessment methods and criteria
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Other information
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