学部・大学院区分開・博前
時間割コード3055030
科目区分専門・プログラム
Program
科目名　【日本語】数量経済分析
科目名　【英語】Quantitative Economic Analysis
コースナンバリングコード
担当教員　【日本語】藤川　清史 ○ 宇佐見　晃一
担当教員　【英語】FUJIKAWA Kiyoshi ○ USAMI Koichi
単位数2
開講期・開講時間帯秋 月曜日 ４時限
秋 月曜日 ５時限
Fall Mon 4
Fall Mon 5
授業形態


授業の目的　【日本語】
授業の目的　【英語】
This is an advanced course for quantitative economic analysis. This lecture starts with inferential statisitics and regression analysis for both time series data and cross section data. And this lecture, simultaneous equations model, input-output model, CGE (Computable General Equilibrium) model, and so on. Computer assisted practical exercises are given by using EXCEL and E-views. Supplementary lectures on mathematics are provided for those who need them.
Students will be able to have a knowledge on regression, understand the structural and empirical analysis on macro economy and get a skill on how to hadle micro data of households or firms.
到達目標　【日本語】
到達目標　【英語】
授業の内容や構成
Structure of the Course / Schedule授業の構成・計画

Part 1 Revire of Statistics and regression analysis
01. Review of mathematical statistics 1: distribution
02. Review of mathematical statistics 2: estimation of parameters
03. Review of mathematical statistics 3: statisitical test of parameters
04. Correlation and regression analysis in MS-Excel and E-views
05. Qualitative response model
06. Cross section analysis and panel data analysis
Part 2 Macro econometric model
07. Macro econometric model and simulation Analysis 1
08. Macro econometric model and simulation Analysis 1
09. Macro econometric model and simulation Analysis 2
Part 3 Input-Output analysis and other issues in economics
10. Input-Output analysis (equilibrium quantity model)
11. Input-Output analysis (equilibrium Price model)
12. input-Output analysis (structural change model)
13. Computable equilibrium model (GTAP and Excel base model)
15. Gini coefficient and Theil index using micro data
履修条件・関連する科目
The participants of this course are expected to have completed basic statisitics course.
成績評価の方法と基準
Performance in the class 20% and report 80%. Credit is given to C- or C (where applicable) or higher grade for each criterion.
教科書・参考書
Textbook
Lecture materials are distributed through USB memory or web site though no text book is used in the lecture.
Reference
David M. Levine, Kathryn A. Szabat, and David F. Stephan (2015), Business Statistics: A First Course, 7th Edition, Pearson. ISBN-13: 978-0321979018
Miller Ronald and Blair Peter (2009) Input-Output Analysis: Foundations And Extensions, 2nd Edition, Cambridge University Press. ISBN-13: 978-0521739023
課外学習等（授業時間外学習の指示）
注意事項
使用言語
English
授業開講形態等
遠隔授業（オンデマンド型）で行う場合の追加措置