JED412,413 - Nonlinear Dynamic Economic Systems: Theory and Applications

Credit: 5
Status: Doctoral
Semester - summer
Semester - winter
Course supervisors: doc. PhDr. Jozef Baruník Ph.D.
prof. Ing. Miloslav Vošvrda CSc.
Course homepage: JED412,413
Literature: C. Gandolfo: Economics Dynamics, Springer, 1997
Campbell, Lo, MacKinlay: The Econometrics of Financial Markets, Princeton, 1997
Hamilton: Time Series Analysis, 1994
Tsay: Analysis of Financial Time Series, 2002
Description: The aim of this seminar is an analysis of macroeconomic systems primarily by methods of nonlinear dynamics, stochastics dynamics, and nonlinear time series analysis. Special application will be focused on a behavior of the financial markets.

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF