|
|||||
Disciplina asociada:Economía |
|||||
Escuela:
Ciencias Sociales y Gobierno
|
|||||
Departamento Académico:
Economía
|
|||||
Programas académicos: |
|||||
Requisitos:No tiene. |
|||||
Equivalencia:No tiene. |
|||||
Intención del curso en el contexto general del plan de estudios: |
|||||
|
La intención de este curso de nivel básico es que los alumnos, con base en la comprensión de la metodología econométrica, usen sus habilidades para analizar y entender las relaciones económicas y financieras. Como resultado del aprendizaje los alumnos serán capaces de modelar y estimar relaciones económico-financieras así como de pronosticar variables de su interés. Este curso requiere conocimientos previos en probabilidad y estadística, algebra y algebra matricial. |
|||||
Objetivo general de la Unidad de Formación: |
|||||
| El alumno será capaz de utilizar herramientas y técnicas de estimación econométrica aplicables en los modelos financieros; generar y analizar los resultados e inferencia de modelos econométricos y de su aplicación financiera concreta, así como criticar trabajos empíricos de otros. | |||||
Técnica didáctica sugerida: |
|||||
| No especificado | |||||
Bibliografía sugerida: |
|||||
|
LIBROS DE TEXTO: * Gujarati, Damodar, Basic Econometrics, 5th. edition, McGraw Hill, 2007, * Campbell, J., Lo, A., MacKinlay, C., The Econometrics of Financial Markets, 1st. edition, Princeton University Press, 2012, * Brooks, Chris, Introductory econometrics for finance, 2nd. Edition, Cambridge, England; New York: Cambridge University Press, 2008, 052169468X (ru´stica), 9780521694681 (ru´stica), 9780521873062 (encuadernado) LIBROS DE CONSULTA: * Tsay, Ruey S., Analysis of financial time series, New York: Wiley, 2002, 0471415448 (alk. paper) * Woolsridge, Jeffrey M., 1960-, Introductory econometrics : a modern approach / Jeffrey M. Wooldridge., 5th ed., Mason, OH : South-Western Cengage Learning, c2013., , 1111531048 (encuadernado), 9781111531041 (encuadernado) |
|||||
Perfil del Profesor: |
|||||
|
(450601)Doctorado en Economía ; (520801)Doctorado en Finanzas CIP: 450601, 520801 |
|||||
|
|||||
Discipline:Economics |
|||||
School:
Social Sciences and Government
|
|||||
Academic Department:
Economics
|
|||||
Programs: |
|||||
Prerequisites:None. |
|||||
Equivalences:None. |
|||||
Course intention within the general study plan context: |
|||||
|
The aim of this basic economics course is to provide the student with the econometric estimation tools and techniques applicable to the most common financial models. Prerequisite: prior knowledge of economics, mathematics and statistics. Learning outcome: the student will complete a project containing an analysis of the results and inference of econometric models and their concrete financial application. |
|||||
Course objective: |
|||||
| Students will be able to use tools and econometric estimation techniques applicable to the estimation of financial models. They will be able to generate and analyze the results and inferences of econometric models and their concrete financial applications, and will also be able to critique the empirical findings in relevant research journals. | |||||
Teaching and learning tecniques: |
|||||
| Not Specified | |||||
Suggested Bibliography: |
|||||
|
TEXT BOOKS: * Gujarati, Damodar, Basic Econometrics, 5th. edition, McGraw Hill, 2007, * Campbell, J., Lo, A., MacKinlay, C., The Econometrics of Financial Markets, 1st. edition, Princeton University Press, 2012, * Brooks, Chris, Introductory econometrics for finance, 2nd. Edition, Cambridge, England; New York: Cambridge University Press, 2008, 052169468X (ru´stica), 9780521694681 (ru´stica), 9780521873062 (encuadernado) BOOKS FOR CONSULTATION: * Tsay, Ruey S., Analysis of financial time series, New York: Wiley, 2002, 0471415448 (alk. paper) * Woolsridge, Jeffrey M., 1960-, Introductory econometrics : a modern approach / Jeffrey M. Wooldridge., 5th ed., Mason, OH : South-Western Cengage Learning, c2013., , 1111531048 (encuadernado), 9781111531041 (encuadernado) |
|||||
Academic credentials required to teach the course: |
|||||
|
(450601)Doctoral Degree in Economy and (520801)Doctoral Degree in Finances CIP: 450601, 520801 |
|||||
