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Poslední úprava: Mgr. Eva Kellnerová (15.02.2024)
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Poslední úprava: Mgr. Eva Kellnerová (15.02.2024)
Course outline I. Dynamic stochastic general equilibrium models (Lectures 1-2) · Basic structure of DSGE models. Exact solution methods under RE. · Estimation of DSGE models: MCMC, particle filters, ML/NN methods. II. Econometric models for macroeconomic data (Lectures 3-4) · Principles of modeling and model selection: diagnostics, sequential methodologies, information and prediction criteria. · Autoregressive models for macro data: linear (AR) and nonlinear (SETAR, STAR, MSW). III. Production networks and the macro-economy (Lectures 5-6) · Topology of input-output relationships and business fluctuations: theory and empirics · Endogenous network structures: buyer choices, seller choices, matching |