Exercise

International Capital Movements: Theory and Econometric Evidence

Name in diploma supplementInternational Capital Movements: Theory and Econometric Evidence
Organisational Unit Lehrstuhl für VWL, insb. Internationale Wirtschaftsbeziehungen (http://www.iwb.wiwi.uni-due.de)
LecturersProf. Dr. Volker Clausen
SPW2LanguageEnglish
Cyclesummer semesterParticipants at most16

Explanation for irregular cycle

das Modul wird regulär jedes SS angeboten, fällt aber im SS 2017 einmalig aus

Preliminary knowledge

See lecture.

Abstract

The tutorial class provides students with practical knowledge about the econometric analysis of the determinants of international capital movements, of the determinants describing exchange rate movements, and of the functionality of international financial markets.

Qualification Targets

Students

  • are able to verify the models empirically
  • are in a position to interpret estimation results and analyze them critically
  • have learned how to implement empirical studies independently. Due to the close link between theory and practice in the tutorial class, students are also well-prepared to meet a wide range of requirements of professional practice
  • can evaluate scientific studies accurately and are in a position to identify starting points for their own empirical research
  • are proficient in the econometric methods necessary to evaluate relevant economic models and are able to apply these methods independently as well as to identify their weaknesses

Contents

See lecture.

Literature

See lecture.

Teaching concept

The lectures are complemented by a practical, computer-based tutorial class that makes frequent use of econometric software, in particular Econometric Views (EViews). Thereby, various techniques of econometric analysis are employed. By utilizing the original datasets taken from scientific literature and from studies conducted by the German central bank, empirical results are replicated and subjected to a sensitivity analysis with respect to their content and methodology. Besides imparting fundamental theoretical and empirical knowledge, the main goal of the course is to introduce students to conducting their own scientific research in the field of international capital movements. Finally, students are taught how to work with scientific analysis software.

Participants

  • BWL EaF Master 2015>Wahlpflichtbereich >Modul "International Capital Movements: Theory and Econometric Evidence "1st-3rd Semester, Elective
  • ECMX Master 2019>Wahlpflichtbereich >Bereich Economics >Modul "International Capital Movements: Theory and Econometric Evidence "1st-3rd Semester, Elective
  • LA gbF/kbF BK Master 2014>Masterprüfung in der kleinen beruflichen Fachrichtung >Finanz- und Rechnungswesen, Steuern >Profil "Finanzdienstleistungen" in der kleinen beruflichen Fachrichtung >Wahlpflichtbereich im Profil "Finanzdienstleistungen" >Modul "International Capital Movements: Theory and Econometric Evidence "1st-3rd Semester, Elective
  • Mathe Master 2013>Anwendungsfach "Wirtschaftswissenschaften" >Schwerpunkt "VWL-M II" >Modul "International Capital Movements: Theory and Econometric Evidence "1st-4th Semester, Elective
  • MuU Master 2013>Wahlpflichtbereich II >Wahlpflichtbereich II B.: Märkte und Unternehmen aus Marktperspektive >Modul "International Capital Movements: Theory and Econometric Evidence "1st-3rd Semester, Elective
  • VWL Master 2009-V2013>Wahlpflichtbereich I >Modul "International Capital Movements: Theory and Econometric Evidence "1st-3rd Semester, Elective
  • WiMathe Master 2013>VWL-M II >Modul "International Capital Movements: Theory and Econometric Evidence "1st-4th Semester, Elective
WIWI‑C0809 - Exercise: International Capital Movements: Theory and Econometric Evidence