The course has two aims: to foster the ability to interpret economic systems and their tendencies through the main economic statistics produced by the official organizations and to introduce the basic methods to analyse economic data. In particular the course covers the production of economic indicators, the basic of classical time series analysis, also to correctly perform a short-term analysis, the linear regression model and its generalizations.Theoretical concepts will be illustrated using the most recent Italian economic data. The statistical analysis will be done using the software R.
Curriculum
teacher profile teaching materials
Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Programme
Main official statistical surveys: data production and interpretation. In particular: Consumer prices, Industrial production, Labour forces, Household consumptions, Income and living conditions, Household Income and Wealth. National accounts. Main statistical indicators for economic phenomena: (simple and complex) index numbers, measures of concentration.Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Core Documentation
Class notes (in Italian) downloadable from the webpage of the course inside the website of the School.Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Type of evaluation
The final exam is a written two hours closed-book and closed-note test; takes place in the Lab; consists in both analytical and computer-exercise questions. The test is usually organized in four main questions, each of them divided into a number of specific items. The oral exam is optional. There will be a midterm exam on the first part of the program. Any exam candidate who will be assigned at least 16/30 may take the final exam only on the second part of the program, i.e. the material covered after the midterm, having one hour available to complete it. In this case the vote will be computed as the average of the votes assigned in the midterm and in the final exam. The rule just described apply only to examinees who will take the final during the winter exam session. In the rest of the year it will be required to take the whole final exam. In the webpage of the course, inside the website of the School, test papers of some previous exams are available. teacher profile teaching materials
Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Mutuazione: 21201505 STATISTICA PER L'ECONOMIA in Economia L-33 BARBIERI MARIA MADDALENA
Programme
Main official statistical surveys: data production and interpretation. In particular: Consumer prices, Industrial production, Labour forces, Household consumptions, Income and living conditions, Household Income and Wealth. National accounts. Main statistical indicators for economic phenomena: (simple and complex) index numbers, measures of concentration.Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Core Documentation
Class notes (in Italian) downloadable from the webpage of the course inside the website of the School.Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Type of evaluation
The final exam is a written two hours closed-book and closed-note test; takes place in the Lab; consists in both analytical and computer-exercise questions. The test is usually organized in four main questions, each of them divided into a number of specific items. The oral exam is optional. There will be a midterm exam on the first part of the program. Any exam candidate who will be assigned at least 16/30 may take the final exam only on the second part of the program, i.e. the material covered after the midterm, having one hour available to complete it. In this case the vote will be computed as the average of the votes assigned in the midterm and in the final exam. The rule just described apply only to examinees who will take the final during the winter exam session. In the rest of the year it will be required to take the whole final exam. In the webpage of the course, inside the website of the School, test papers of some previous exams are available. teacher profile teaching materials
Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Programme
Main official statistical surveys: data production and interpretation. In particular: Consumer prices, Industrial production, Labour forces, Household consumptions, Income and living conditions, Household Income and Wealth. National accounts. Main statistical indicators for economic phenomena: (simple and complex) index numbers, measures of concentration.Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Core Documentation
Class notes (in Italian) downloadable from the webpage of the course inside the website of the School.Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Type of evaluation
The final exam is a written two hours closed-book and closed-note test; takes place in the Lab; consists in both analytical and computer-exercise questions. The test is usually organized in four main questions, each of them divided into a number of specific items. The oral exam is optional. There will be a midterm exam on the first part of the program. Any exam candidate who will be assigned at least 16/30 may take the final exam only on the second part of the program, i.e. the material covered after the midterm, having one hour available to complete it. In this case the vote will be computed as the average of the votes assigned in the midterm and in the final exam. The rule just described apply only to examinees who will take the final during the winter exam session. In the rest of the year it will be required to take the whole final exam. In the webpage of the course, inside the website of the School, test papers of some previous exams are available. teacher profile teaching materials
Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Programme
Main official statistical surveys: data production and interpretation. In particular: Consumer prices, Industrial production, Labour forces, Household consumptions, Income and living conditions, Household Income and Wealth. National accounts. Main statistical indicators for economic phenomena: (simple and complex) index numbers, measures of concentration.Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Core Documentation
Class notes (in Italian) downloadable from the webpage of the course inside the website of the School.Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Type of evaluation
The final exam is a written two hours closed-book and closed-note test; takes place in the Lab; consists in both analytical and computer-exercise questions. The test is usually organized in four main questions, each of them divided into a number of specific items. The oral exam is optional. There will be a midterm exam on the first part of the program. Any exam candidate who will be assigned at least 16/30 may take the final exam only on the second part of the program, i.e. the material covered after the midterm, having one hour available to complete it. In this case the vote will be computed as the average of the votes assigned in the midterm and in the final exam. The rule just described apply only to examinees who will take the final during the winter exam session. In the rest of the year it will be required to take the whole final exam. In the webpage of the course, inside the website of the School, test papers of some previous exams are available. teacher profile teaching materials
Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Programme
Main official statistical surveys: data production and interpretation. In particular: Consumer prices, Industrial production, Labour forces, Household consumptions, Income and living conditions, Household Income and Wealth. National accounts. Main statistical indicators for economic phenomena: (simple and complex) index numbers, measures of concentration.Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Core Documentation
Class notes (in Italian) downloadable from the webpage of the course inside the website of the School.Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Type of evaluation
The final exam is a written two hours closed-book and closed-note test; takes place in the Lab; consists in both analytical and computer-exercise questions. The test is usually organized in four main questions, each of them divided into a number of specific items. The oral exam is optional. There will be a midterm exam on the first part of the program. Any exam candidate who will be assigned at least 16/30 may take the final exam only on the second part of the program, i.e. the material covered after the midterm, having one hour available to complete it. In this case the vote will be computed as the average of the votes assigned in the midterm and in the final exam. The rule just described apply only to examinees who will take the final during the winter exam session. In the rest of the year it will be required to take the whole final exam. In the webpage of the course, inside the website of the School, test papers of some previous exams are available. teacher profile teaching materials
Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Programme
Main official statistical surveys: data production and interpretation. In particular: Consumer prices, Industrial production, Labour forces, Household consumptions, Income and living conditions, Household Income and Wealth. National accounts. Main statistical indicators for economic phenomena: (simple and complex) index numbers, measures of concentration.Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions. An introduction to the use of R for statistical analysis.
Core Documentation
Class notes (in Italian) downloadable from the webpage of the course inside the website of the School.Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
Type of evaluation
The final exam is a written two hours closed-book and closed-note test; takes place in the Lab; consists in both analytical and computer-exercise questions. The test is usually organized in four main questions, each of them divided into a number of specific items. The oral exam is optional. There will be a midterm exam on the first part of the program. Any exam candidate who will be assigned at least 16/30 may take the final exam only on the second part of the program, i.e. the material covered after the midterm, having one hour available to complete it. In this case the vote will be computed as the average of the votes assigned in the midterm and in the final exam. The rule just described apply only to examinees who will take the final during the winter exam session. In the rest of the year it will be required to take the whole final exam. In the webpage of the course, inside the website of the School, test papers of some previous exams are available.