Competencies and objectives

 

Course context for academic year 2017-18

Esta asignatura optativa está programada para el segundo semestre del último curso del Grado en Economía. En cursos anteriores los alumnos han cursado las asignaturas Estadística I y Estadística II (que cubren estadística descriptiva, probabilidad e inferencia), Econometría I y Econometría II (que cubren el estudio del modelo de regresión lineal tanto con datos de sección cruzada como con datos temporales).

En ‘Técnicas de Predicción en Economía’  se estudian los modelos univariantes de series temporales. El tema 1 analiza la naturaleza de los datos económicos temporales, a modo de introducción. En los temas 2 y 3 se estudian los procesos estocásticos, así como los conceptos de estacionariedad y ergodicidad. El tema 4 se dedica a la predicción en economía.  En el tema 5 se introducen los procesos no estacionarios y los contrastes de raíces unitarias. El tema 6 se dedica al estudio de los modelos de volatilidad condicional más sencillos. Por último, en el tema 7 se realiza una introducción a los modelos econométricos dinámicos.

 

 

Course content (verified by ANECA in official undergraduate and Master’s degrees)

General Competences (CG)

  • CG1 : Capacity to find and analyse information.
  • CG4 : Apply professional criteria based on the use of technical instruments to analyse problems.
  • CG6 : Obtain important information from the data that is impossible for non-professionals to recognise.
  • CG8 : Analyse problems using critical reasoning, without prejudices, precisely and rigorously.

 

General Competences acquired at University of Alicante (CGUA)

  • CGUA1 : Read and communicate in a foreign language in a professional environment, especially in English.
  • CGUA2 : Use computer, I.T. and communications technology tools as a matter of course in all of one's professional activities.
  • CGUA3 : Capacity for oral and written communication.

 

Specific Competences (CE)

  • CE10 : Capacity to apply the knowledge and skills acquired to solve theoretical and applied economic problems.
  • CE12 : Be able to use the appropriate tools for the analysis, diagnosis and solution of economic questions and problems.
  • CE3 : Bring a rational approach to the analysis and description of any aspect of economic reality.
  • CE5 : Issue expert reports on specific economic situations (international, national or regional) or on sectors of the same.
  • CE8 : Identify the sources of relevant economic information and their content.

 

 

 

Learning outcomes (Training objectives)

- To understand the basic characteristics of temporal data in economics

- To understand and evaluate the basic econometric tools used to analyse temporal data.

- To understand the application of univariate economic prediction techniques, and evaluate the results thus obtained. 

- To understand the main multivariate economic prediction techniques.

 

 

Specific objectives stated by the academic staff for academic year 2017-18

No data

 

 

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General

Code: 35045
Lecturer responsible:
DENIA CUESTA, ALFONSA
Credits ECTS: 6,00
Theoretical credits: 1,20
Practical credits: 1,20
Distance-base hours: 3,60

Departments involved

  • Dept: FOUNDATIONS OF ECONOMIC ANALYSIS
    Area: FOUNDATIONS OF ECONOMIC ANALYSIS
    Theoretical credits: 1,2
    Practical credits: 1,2
    This Dept. is responsible for the course.
    This Dept. is responsible for the final mark record.

Study programmes where this course is taught