Course of Applied Econometrics for Economic Research

Fall 2011

Extracting, Filling and Measuring Cyclical Information

Head Professor: Freddy Rojas Cama
TA: Isaac Martinez
Syllabus
Slides: chapter 0 chapter 1
Past material: rdg test 1 rdg test anwrs 1

Panel Data

Head Professor: Freddy Rojas Cama
TA: Jose Luis Nolazco and Kenyi Cansino
Syllabus
Slides: chapter 1 chapter 2 chapter 3 chapter 4 chapter 5
Past material: final exam 2010 final exam 2010 answers
Current material final exam 2011

Schedule of Tests and Grading 2011

Test	Due day	Topic	weight	Grades
Reading Test & Quizz 1	Sept 8th	Extracting, Filling and Measuring Cyclical Information	0.15	xls
Quizz 2	Sept 10th	Error component model and Variance hypothesis tests in panel data	0.15	xls
Short homework 1	Sept 8th	Extracting, Filling and Measuring Cyclical Information	0.20	xls
Short homework 2	Sept 10th	Error component model and Variance hypothesis tests in panel data	0.20	xls
Final exam	Sept 15th	All topics	0.30	xls

Material for reading test

Llosa, G. and S. Miller (2003). "Usando información adicional
en la estimación de la brecha producto en el Perú: una
aproximación mulivariada de componentes no observados".
Estudios Economicos Banco Central de Reserva del Peru. (2005).

Caceres and Saenz. "Comportamiento ciclico de la economia
peruana 1980-1998".
Estudios Economicos Banco Central de Reserva del Peru.

Miller, S (2003). "Metodos Alternativos para la estimacion del PIB
potencial: Una aplicacion para el caso del Peru"
Estudios Economicos Banco Central de Reserva del Peru (2003).

James C. Morley, Charles R. Nelson, and Eric Zivot (2002)
WHY ARE BEVERIDGE-NELSON AND UNOBSERVED COMPONENT
DECOMPOSITIONS OF GDP SO DIFFERENT?
The review of Economics and Statistics 75(2), 235-243. (2002).

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