## 基本素養 Basic Literacy

Spirit of Humanism

Civil literacy

Social concern

Benefit people and the society

International Perspective

## 核心能力 Competence

Professional knowledge in economics

Cultivate students to have ability of interdisciplinary application

Abilities of Critique and Reasoning

Abilities to Construct Economic Models and Analysis

Abilities to Read and Write Professional Thesis

Abilities of Cooperationa and Coordination

Innovative and the Ability to Analyze Economy-Related Issues

## 課程概述 Course Description

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