| STATISTICS FOR ECONOMICS
(objectives)
The course has two aims: to foster the ability to interpret economic systems and their tendencies through the main economic statistics produced by the official organizations and to introduce the basic methods to analyse economic data. In particular the course covers the production of economic indicators, the basic of classical time series analysis, also to correctly perform a short-term analysis, the linear regression model and its generalizations.Theoretical concepts will be illustrated using the most recent Italian economic data. The statistical analysis will be done using the software R.
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Code
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21201505 |
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Language
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ITA |
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Type of certificate
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Profit certificate
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Credits
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9
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Scientific Disciplinary Sector Code
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SECS-S/01
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Contact Hours
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60
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Type of Activity
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Core compulsory activities
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Group: A - L
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Teacher
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BARBIERI MARIA MADDALENA
(syllabus)
Main official statistical surveys: data production and interpretation. In particular: Consumer prices, Industrial production, Labour forces, Household consumptions, Income and living conditions, Household Income and Wealth. National accounts. Main statistical indicators for economic phenomena: (simple and complex) index numbers, measures of concentration.
Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions.
An introduction to the use of R for statistical analysis.
(reference books)
Class notes (in Italian) downloadable from the Moodle space of the course.
Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Global edition, 4th Edition, 2020, Pearson.
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Dates of beginning and end of teaching activities
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From to |
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Delivery mode
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Traditional
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Attendance
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not mandatory
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Evaluation methods
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Written test
Oral exam
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Group: M - Z
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Teacher
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BARBIERI MARIA MADDALENA
(syllabus)
Main official statistical surveys: data production and interpretation. In particular: Consumer prices, Industrial production, Labour forces, Household consumptions, Income and living conditions, Household Income and Wealth. National accounts. Main statistical indicators for economic phenomena: (simple and complex) index numbers, measures of concentration.
Calendar adjusted and seasonal adjusted time series; chain-linked values. The use of moving averages to reconstruct the trend.
Introduction to econometrics. Single and multiple Linear Regression: ordinary least squares, goodness of fit, homoscedasticity and heteroscedasticity, nonlinear regression functions.
An introduction to the use of R for statistical analysis.
(reference books)
Class notes (in Italian) downloadable from the webpage of the course inside the website of the School.
Press releases (Istat - Banca d'Italia).
Stock J.H. and Watson M.W., Introduction to Econometrics, Update, Global edition, 3rd Edition, 2014, Pearson.
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Dates of beginning and end of teaching activities
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From to |
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Delivery mode
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Traditional
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Attendance
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not mandatory
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Evaluation methods
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Written test
Oral exam
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Università Roma Tre