MAAN
Literatura: Burda,
Wyplosz:
Macroeconomics: A European Text, Oxford: University Press, 2001. MAK-195.
Slany a kol.: Makroekonomicka analyza a hospodarska politika, Praha: C.H. Beck, 2003. 1. kapitola - Uvod do MAAN. HPO-440.
Databaze:
DSI
FRED
CNB
CSU
Data:
rates.txt
cz.txt
congov.txt
us.txt
us2.txt
cz2.xls
cz3.txt
cz4.txt
Funkce pro Matlab:
myfun.m Hodrick-Prescott filter
hp.m Korelacni koeficient
corrfn.m test k. k.
corrtest.m metoda nejmensich ctvercu
ols.m zpozdeni cas. rady
lag.m ols s info kriterii
ols2.m posun cas. rady
shift.m
Zkouska:
zkdata.txt
M-files:
cviceni1a.txt
cviceni1b.m
cviceni2.m
cviceni3a.m
cviceni3b.m
cviceni4.m
cviceni5.m (doplnene cviceni4)
test_ols.m
cviceni6.m
cviceni7.m
error_correction.m
cviceni8.m
cviceni9.m
cviceni10.m
cviceni11a.xls
cviceni11b.m
cviceni12.m
Prednasky (pdf):
1
2
3
4
5
6
7
8
9
10
11
12
13
13cz(doc)
Otazky ke zkousce
Obrazky:
Smenny kurz
Stacionarita
Diference
Slozky HDP
Texty:
Intro
Matlab intro
Stacionarita (vzorce)
Semestralni prace Jak na
data Rozdeleni do
skupin Moje poznamky:
Stylizovana fakta
Ekonometrie
Cyklus HDP
Okunuv zakon
Makro model
Rustove ucto
Dualni pristup
Vzorovy priklad Komentar ke
zkousce
Dodatecne materialy:
Stylizovana fakta:
- Barro: Macroeconomics, MIT Press, 5ed., 1997, kapitola 1.
- Williamson: Macroeconomics, Addison Wesley, 3ed., 2005, kapitola 1.
- Kydland, Prescott: Business Cycles: Real Facts and a Monetary Myth
- Hodrick, Prescott (1997):
Postwar U.S. Business Cycles: An Empirical Investigation (JSTOR)
- Stock, Watson (1998): Business Cycle Fluctuations in U.S. Macroeconomic Time Series
- Williamson (ppt)
- Hlousek (2006): Czech Business Cycle: Stylized facts :)
Uzitecnosti:
Zajimavosti:
-
Greenspan on Data and Models (Mankiw's blog)
- Mankiw, The macroeconomist as scientist and engineer supplementary reading on the evolution of modern macro (Journal of Economic Perspectives)
- Varian, How to build an economic model in your spare time
- Harford, T., The undercover economist: exposing why the rich are rich, the poor are poor and why you can never buy a decent used car! EKV-692,
- Harford, T., The logic of life : uncovering the new economics of everything EKV-758 / EKV-737 Tim Harford's website
- Levitt, S., Dubner, S. Spekonomie, aneb, Freakonomics. SOC-554 blog at NY times
Neco na odlehceni (thx to Espen):
