MODULE I - Basic statistical methods for analysis of economic fluctuations
Index numbers *: classification of index numbers; index numbers thunderstorms; numbers elementary indices, fixed-base, a mobile base; Synthetic index numbers; Choice of the base; Choosing the method of calculation; properties and formal conditions of index numbers; Index numbers calculated by ISTAT; Temporal comparisons of economic aggregates; Spatial comparisons of economic aggregates.
MODULE II - Statistical methods for the analysis of time series
Series analysis *; classical analysis of time series *; models for economic time series *; the approach based on deterministic functions; approach with stochastic components; stochastic processes; the lag operator; processes AR (p); processes MA (q); processes ARMA (p, q); processes ARIMA (p, d, q); Verification of the model; test of normality; test of the absence of autocorrelation and homoskedasticity; constancy of parameters and structural change; The forecast in the economic *; predictive inference *; predicting in strategic decision-making; the role of information in the forecast; The forecast with the regression model; forecasting economic trends; prediction with little information.
MODULE III - Quantitative analysis of the processes of growth and transformation of production systems
The labor market *; sources of labor force statistics *; synthetic indices and specific employment and unemployment Labour *; Consumption analysis *; the function of aggregate consumption; specification and estimation of the parameters of a function of consumption; The production function and the measurement of productivity; production function; the production function of Coob Douglas; productivity indicators; the production function of Solow; Series analysis space; spatial autocorrelation; measure of economic distances; Hints on multivariate analysis.
1. Renato Guarini – Franco Tassinari “Statistica economica” ed. il Mulino
Testi di approfondimenti:
2. Predetti, I numeri indici, Teoria e pratica, Giuffrè Ed. Milano, 1996
3. A. Guizzardi, La previsione economica
4. David M. Levine, Timothy C. Krehbiel, Mark L. Berenson (2011) Statistica II ed. edizione Apogeo