JP/EN

Syllabus

SubjectSPECIAL RESEARCH PROJECT B

Class Information

Faculty/Graduate School
POLICY MANAGEMENT / ENVIRONMENT AND INFORMATION STUDIES
Course Registration Number
30278
Subject Sort
A1202
Title
SPECIAL RESEARCH PROJECT B
Field
Research Seminars
Unit
2 Unit
Year/Semester
2021 Fall
K-Number
Research Seminar Theme

Applied Econometric Analysis

Year/Semester
2021 Fall
Day of Week・Period
Lecturer Name
Tatsuma Wada
Class Format
Face-to-face
Language
Japanese
Location
Class Style
＊Please click here for more information on the correspondence between 'Class Style' and ’Active Learning Methods’.
Lecture, Seminar
GIGA Certificate
Not applied
Research Seminar / Project Theme planned for next semester

Detail

Course Summary

This project is a great opportunity for students to apply time series models to actual economic data. Working on empirical projects, the students will be able to understand the models and methods, and then, they will be able to think about possible extensions of those models/methods. In addition to MATLAB, which we usually use, we will be using more user-friendly packages such as Eviews and Stata. As for the models, we will be mainly using VAR for forecasts or decomposition of time series data on financial markets and macro-economy.