Econometrics

Course: International Economy

Structural unit: Faculty of Economics

Title
Econometrics
Code
ОК 15
Module type
Обов’язкова дисципліна для ОП
Educational cycle
First
Year of study when the component is delivered
2022/2023
Semester/trimester when the component is delivered
7 Semester
Number of ECTS credits allocated
5
Learning outcomes
PLO8.Apply appropriate economic and mathematical methods and models for solving economic problems PLO10.Analyze the functioning and development of economic entities, to identify functional areas, to calculate relevant indicators that characterize the performance of their activities PLO12.Apply the acquired theoretical knowledge to solve practical problems and interpret the obtained results in a meaningful way.
Form of study
Prerequisites and co-requisites
1. Know: the basics of higher mathematics, probability theory. 2. Be able to: use Excel.
Course content
The program of the academic discipline consists of the following content modules: 1. Construction of econometric models. The module deals with the construction and assessment of simple linear regression, multiple regression, their characteristics, and the possibility of calculating forecasts. 2. Analysis of econometric models. The module deals with estimation of models with heteroskedastic, autocorrelated residuals, with dependent residuals with regressors, as well as an introduction to time series.
Recommended or required reading and other learning resources/tools
1. Chernyak O.I., Stavytskyi A.V. Dynamic econometrics. - K., 2000, 120 p. 2. G.O. Kharlamova Econometrics for students majoring in 7.03050801 "Finance and credit": NMK. K.: VOC "Kyiv University", 2014 3. Chernyak O.I. Workshop on econometrics: teacher. study guide economy special higher education institutions / O.I. Chernyak, G.O. Kharlamova, N.V. Slushenko; Kyiv. national University named after T. Shevchenko. – Kyiv: Kyiv University, 2013. – 183 p 4. Kharlamova G.O., Stavytskyi A.V., Melnyk R.A. Financial Management: Education. manual. Kyiv, AgrarMedia Group, 2021. – 182 p.
Planned learning activities and teaching methods
Lectures, laboratory sessions, project
Assessment methods and criteria
1. Calculation tasks (Min. - 12 points, Max. - 20 points). 2. Modular test papers (Min. – 12 points, Max. – 10 points). 3. Implementation of the project (Min. - 12 points, Max. - 30 points). - final evaluation in the form of an exam – 40 points.
Language of instruction
Ukrainian

Lecturers

This discipline is taught by the following teachers

Ganna Oleksiivna Kharlamova
Department of Economic Cybernetics
Faculty of Economics

Departments

The following departments are involved in teaching the above discipline

Department of Economic Cybernetics
Faculty of Economics