Předmět Prognostic Methods - INFOAN (EEEF9E)

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Materiál	Typ	Datum	Počet stažení

Cíl

Aim of the subjects is to give students knowledge of common progrostic methods use of which is a necessary presumption of perspective branch strategy on bothe national-economy and enterprise levels. Qualified use of prognostic methods is a condition of a successful economic decision making. Seminars will be taught with use of PC classrooms.

Osnova

PřednáškaDetermination of prognostics; Classification of prognosesSubjective prognostic methods; Objective prognostic methods; System-econometrics prognostic methodsARIMA modelGeneral to specific modellingDerivation of demand functions (ADL model)Demand function's use for demand prognosisDerivation of supply functions (ADL model)Supply function's use for demand prognosisPrognosis of agrifood market development (VAR and VECM model); Verification of prognostic characteristic of modelsDerivation of prognosis from complex econometrics modelsSimulation and enterprise prognosisPrognosis of macroeconomic aggregates; Leading indicatorsCvičeníTypology of prognosis and prognostic methods; Subjective prognostic methodsObjective prognostic methods - trend function, ARIMA modelEconometric prognostic methods - ADL modelDemand prognoses - VAR a VECM modelSupply prognoses - VAR a VECM modelPrognoses from complex econometric models and simulation prognoses

Získané způsobilosti

Znalosti:Graduates have theoretical knowledge in the area of econometric theory and its application to model specific economic processes and phenomena. Graduates can merge knowledge from economic theory, statistics, mathematics and are able to recognize possibilities and limitations in this area of quantitative analysis theory when confronted with real-world data. Some of the knowledge is highly specialized. Their knowledge covers traditional tools of econometric analysis and at the same time also reflect the up-to-date know-how in the field. The knowledge may serve the graduates as a basis for original thinking and enable to participate on the research. Graduates have critical knowledge of the problems related to modeling of economic processes and phenomena. The knowledge enables them to work in the areas of analytical and information decision support position of middle and top management. Graduates have clear understanding of the limits of their knowledge and of the contents of further study in this area.Dovednosti:Graduates can apply their knowledge in the area of econometric modeling for the support of decision making process of economic subjects. They can solve economic problems. They are creative and they are able to solve independently non-structured problems on both macro and micro-economic levels, in the research and other areas.Kompetence - komunikace:They can efficiently work in analytical teams and cooperate with qualified professionals. They can share undestandably information.Kompetence - úsudek:They possess abilities of analysis and synthesis which provide them with know-how to sort and process information, determine data relevancy and use them to derive prognosis of economic processes and phenomena. At the same time, they are aware of the limits of their competencies in their field.

Literatura

ZákladníGRANGER, C.W.J. Forecasting in Business and Economics, Academic Press, 2nd edition, 1989ELLIOTT G., GRANGER C.W.J., TIMMERMANN A. Handbook of economic forecasting, University of California, San Diego, 2006DoporučenáDARNELL, ADRIAN C., EVANS, L.The Limits of Econometrics, Edward Elgar Publishing Limited, Hants, England 1994GILCHRIST, W. Statistical Forecasting, Wiley London 1996GUJARATI, Damodar N.Esentials of Econometrics, McGraw-Hill, Inc., USA 1992GREENE, William H. Econometric Analysis, Pearson Education, Inc., New Jersey 2003CHAREMZA, Wojciech W., DEADMAN, Derek F. New Directions in Econometric Practice, Edward Elgar Publishing Limited, Hants, England 1993LABYS, W.C. Modelling and Forecasting Primary Commodity Prices, Ashgate, 2006

Požadavky

Econometrics

Garant

doc. Ing. Lukáš Čechura, Ph.D.