PMEM2B Mathematical Methods in Economics II B

Faculty of Economics and Administration
Spring 2004
Extent and Intensity
2/2/0. 5 credit(s). Type of Completion: zk (examination).
Teacher(s)
prof. Ing. Osvald Vašíček, CSc. (lecturer)
doc. Ing. Jan Čapek, Ph.D. (seminar tutor)
Mgr. Hana Fitzová, Ph.D. (seminar tutor)
Ing. Stanislav David (assistant)
Guaranteed by
prof. Ing. Osvald Vašíček, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Timetable
Thu 17:10–18:45 P101
  • Timetable of Seminar Groups:
PMEM2B/01: Mon 11:05–12:45 VT206, J. Čapek
PMEM2B/02: Mon 14:35–16:15 VT206, H. Fitzová
PMEM2B/03: Thu 15:30–17:05 VT206, J. Čapek
PMEM2B/04: Thu 11:05–12:45 VT206, H. Fitzová
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 89 student(s).
Current registration and enrolment status: enrolled: 0/89, only registered: 0/89, only registered with preference (fields directly associated with the programme): 0/89
fields of study / plans the course is directly associated with
there are 6 fields of study the course is directly associated with, display
Course objectives
Economic-Mathematical Methods II B (PMEM2B): The course deals with mathematical-statistical approaches to the analysis of economic processes described by time series. The introductory part of the course acquaints students with the basics of using index numbers and their application in the area of time series. The course participants are also introduced to methodological starting-points and the application of the classic procedures of time series decomposition, based on regression approaches. These are non-adaptive methods of description of the process development by a trend expressed by mathematical curves, and adaptive methods, such as polynomial moving averages and methods of exponential smoothing. Simple regression methods of removal of seasonal influence in a time series are also covered. Last but not least, this part of the course also explains and applies in practice the procedures of forecasts based on time series smoothed by the above-mentioned methods. The final part of the course summarises the gained knowledge and is devoted to the explanation of the process of behaviour of one economic variable on the basis of behaviour of other variables through a quantified, statistically analysed single-equation model and the use of the model for a forecast of the explained variable s development. Credit requirements: active participation, a sufficient total of points from progressive skill tests or an essay. Examination: written, a practical economic exercise on a computer, oral.
Literature
  • ARLT, Josef, Markéta ARLTOVÁ and Eva RUBLÍKOVÁ. Analýza ekonomických časových řad s příklady. 1.vyd.Praha: Vysoká škola ekonomická Praha, 2002, 148 pp. ISBN 80-245-0307-7. info
  • KOZÁK, Josef, Josef ARLT and Richard HINDLS. Úvod do analýzy ekonomických časových řad. 1. vyd. Praha: Vysoká škola ekonomická v Praze, 1994, 208 s. ISBN 8070797606. info
Language of instruction
Czech
Further comments (probably available only in Czech)
The course is taught annually.
Information on course enrolment limitations: 10 pouze přednáška
The course is also listed under the following terms Spring 2002, Spring 2003, Spring 2005, Spring 2006, Spring 2007, Spring 2008, Spring 2009.
  • Enrolment Statistics (Spring 2004, recent)
  • Permalink: https://is.muni.cz/course/econ/spring2004/PMEM2B