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2005 EEA-EERC Summer School on ‘Econometrics and its Applications to Policy Analysis’

23.03.2005
THE EUROPEAN ECONOMIC ASSOCIATION, AND
THE ECONOMICS EDUCATION AND RESEARCH CONSORTIUM (KYIV AND MOSCOW)

Are Pleased to Announce the

2005 EEA-EERC Summer School on ‘Econometrics and its Applications to Policy Analysis’

Date: July 10th -July 23rd, 2005
Location: EERC, NAUKMA, Kyiv, Ukraine
Language of Instruction: English
Submission Deadline: May 15th 2005
Partial Funding Provided by INTAS


Participation costs: This Summer School is partially funded by INTAS. A limited number of young (less than 36 years old) CIS participants will receive full coverage of travel, accommodation, meals and fees. Other participants will have to cover their own travel, accommodation and meals. No participation fees will be requested.


OBJECTIVES OF THE SUMMER SCHOOL
The EERC-EEA summer school initiative will address a number of specific objectives:
 Strengthen individual capacities in state-of-the-art statistical and quantitative methods to be used for economic research and policy analysis.
 Improve the participants’ research writing and presentation skills
 Foster scientific collaboration and professional networking among young economists in INTAS states and the CIS countries with the aim of establishing a common cultural basis for future exchange
 Catalyze initiation of joint research projects by European and CIS scholars.

Participants will also become part of the EERC network of researchers. They will benefit from EERC’s online resources ( www.eerc.ru), grant competitions and research support.


PROGAM DESCRIPTION

Week 1
“Basic Econometrics” - Each day from 9-12 + home assignments
1. Refreshing basic econometrics

2. Time Series Methods

We will start by refreshing the principles of the basic regression analysis. A big part of the first week however will be devoted to time series analysis as seen by an applied researcher. We will see how estimation of structural time series models differs from that in cross sectional analysis. Then we will turn to nonstructural modeling. First we will study popular models of the conditional mean dynamics, such as linear ARs and VARs as well as nonlinear. We will also review such issues as stationarity vs. nonstationarity, unit roots and seasonal adjustment. Then we will turn to modeling of the conditional variance as represented by the class of ARCH models. Along with lectures, there will be separate computer sessions. The statistical working tools are Econometric Views, STATA and Matlab.

Main texts:
Gujarati Damodar, “Basic Econometrics”, 3rd edition
Enders Walter, “Applied econometric time series”.
Greene, William "Econometric Analysis", 4th edition

“Research & Policy Workshop” - Each day from 13-16.
1. How to write a research proposal/policy paper
2. presentation by faculty, CEE/CIS PHD students of universities in Western Universities, and participants of their research and group discussion about these presentations.

Week 2
“Advanced Econometrics” - Each day from 9-12 + home assignments
1. Panel Data Methods
2. Qualitative and Limited Dependent Variables Methods

The first part will focus on panel data techniques, a methodology that helps analyze large number of objects observed over a few short periods of time. It can be particularly relevant for studying dynamic changes in household behavior, enterprise productivity, investment, regional growth, etc. The second part focuses on what techniques have to be used when one encounters specific kinds of dependent variables: dummy variables, categorical variables, censored variables and truncated variables.
Along with lectures, there will be separate computer sessions. The statistical working tools are Econometric Views, STATA and Matlab.

Main texts:
Wooldridge, Jeffrey, “Introductory Econometrics”
Wooldridge, Jeffrey, “Econometric Analysis of Cross Section and Panel Data”

“Research & Policy Workshop” - Each day from 13-16.
1. How to write a research proposal/policy paper
2. presentation by faculty, CEE/CIS PHD students of universities in INTAS members, and participants of their research and group discussion about these presentations


Application procedure

The Summer School targets young researchers, faculty members at universities across the NIS and INTAS Members and second year post-graduate (aspirantura) students who intend to stay in academia and have a basic knowledge of econometrics.

Application package

(1) Application form
(2) Syllabi, reference material, and readings for courses taught by the applicant
(3) Writing samples - excerpts from monographs, chapters from books, research papers, etc.
(4) A research proposal – a detailed description of the current research of the applicant.
(5) CV

These application materials should be submitted electronically – the website for submission will be available from March 20th, 2005 onwards. Please check our websites www.eerc.ru and www.eerc.kiev.ua/eroc regularly.

Please email questions (in English) to tcoupe@eerc.kiev.ua or telephone to Yuliya Sobko at 38-044-492-8012

Submission Deadline: May 15th 2005. Early submissions are encouraged.


Evaluation Criteria

Candidates for participation will be selected on the grounds of the following criteria:
(1) Citizen/resident of a CIS or INTAS member country
(2) Prospects for professional development as a result of participation in the School
(3) Ability to contribute to research & policy analysis and to curricula or syllabi development at the home institution
(4) Familiarity with recent research on transition-related topics in the applicant’s area of specialization
(5) the submitted research proposal


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