基本素養 Basic Literacy

人文素養
Spirit of Humanism
公民素養
Civil literacy
社會關懷
Social concern
經世濟民
Benefit people and the society
國際視野
International Perspective

核心能力 Competence

具備系定專業知識
Professional knowledge in economics
具備跨領域應用能力
Cultivate students to have ability of interdisciplinary application
具有批判及推理之能力
Abilities of Critique and Reasoning
具有建構經濟模型及分析之能力
Abilities to Construct Economic Models and Analysis
具有研讀及撰寫專業論文之能力
Abilities to Read and Write Professional Thesis
具備團體合作協調能力
Abilities of Cooperationa and Coordination
具備創新思維及分析經濟相關議題之能力
Innovative and the Ability to Analyze Economy-Related Issues

課程概述 Course Description

本課程著重於計量理論及方法的應用,課程主要討論時間序列理論及方法在實證分析及研究之應用,課程中將介紹如何建構模型及使用計量軟體、進行經濟分析及預測。課程目標在訓練同學嫻熟計量軟體如Eviews及Stata之應用,以及活用統計資料的能力,期藉由資料分析方法及軟體工具的掌握,培養同學實證分析及撰寫經濟論文的能力。
This course covers some of the most important concepts, models, and methods used in the empirical analysis of macroeconomic problems. The prerequisite for this course is that you have taken econometrics at the introductory level and have a solid foundation in probability theory and statistics. Topics to be covered in the course include univariate time series models, cointegrated processes, stationary and non-stationary series, unit roots, spurious regression, vector autoregressive(VAR), vector error correction models(VECM), and other non-linear models. We introduce how to use Eviews and Stata for the analytical works.

課程學習目標 Course Objectives

  • Master theories and tools for time series econometric modelling.
  • Conduct independent analyses of time series model.
  • Forecast time series data over different time horizons with appropriate methods.
  • 課程進度 Progress Description

    進度說明 Progress Description
    1A Brief Overview of the Classical Linear Regression Model
    2A Brief Overview of the Classical Linear Regression Model
    3Univariate Time Series Modelling and Forecasting
    4Univariate Time Series Modelling and Forecasting
    5Univariate Time Series Modelling and Forecasting
    6Univariate Time Series Modelling and Forecasting
    7Univariate Time Series Modelling and Forecasting
    8Univariate Time Series Modelling and Forecasting
    9Univariate Time Series Modelling and Forecasting
    10Multiple Time Series Analysis
    11Multiple Time Series Analysis
    12Multiple Time Series Analysis
    13Multiple Time Series Analysis
    14Multiple Time Series Analysis
    15Multiple Time Series Analysis
    16Empirical Research in Macroeconomic Analysis
    17Empirical Research in Macroeconomic Analysis
    18Final Exam
     以上每週進度教師可依上課情況做適度調整。The schedule may be subject to change.

    課程是否與永續發展目標相關調查
    Survey of the conntent relevant to SDGs

    本課程與SDGs相關項目如下:
    This course is relevant to these items of SDGs as following:
    • 健康與福祉 (Good health and Well Being)
    • 教育品質 (Quality Education)
    • 就業與經濟成長 (Decent work and Economic growth)
    • 減少不平衡 (Reduced Inequalities)

    有關課程其他調查 Other Surveys of Courses

    1.本課程是否規劃業界教師參與教學或演講? 否
    Is there any industry specialist invited in this course? How many times? No
    2.本課程是否規劃含校外實習(並非參訪)? 否
    Are there any internships involved in the course? How many hours? No
    3.本課程是否可歸認為學術倫理課程? 否
    Is this course recognized as an academic ethics course? In the course how many hours are regarding academic ethics topics? No
    4.本課程是否屬進入社區實踐課程? 否
    Is this course recognized as a Community engagement and Service learning course? Which community will be engaged? No