Course: Modelling of Socio-Economic Processes

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Course title Modelling of Socio-Economic Processes
Course code USII/PMEP
Organizational form of instruction Lecture + Lesson
Level of course Master
Year of study 1
Semester Summer
Number of ECTS credits 5
Language of instruction Czech
Status of course Compulsory
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Ibl Martin, Ing. Ph.D.
  • Jonášová Hana, Ing. Ph.D.
  • Panuš Jan, Ing. Ph.D.
  • Čapek Jan, prof. Ing. CSc.
  • Šimonová Stanislava, doc. Ing. Ph.D.
  • Hájek Petr, doc. Ing. Ph.D.
Course content
Introduction into modelling methodes, black-box method. Methods of the gradual derivation. Methods of ther gradual integration. Weigthing function. Sliding averages. Box-Jenkins methodology, AR, MA, ARMA and ARIMA models. Evolutionary models. The prey-predator model. The chaotic behaviour system model.

Learning activities and teaching methods
Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming), Skills training
Learning outcomes
The aim of this course is to acquire theoretical knowledge in the area of modelling socio-economic processes using a PC as a tool.
Students will be able to apply the method of the synthesis of economic process mathematical model, which from the system point of view often represents a complex non-linear dynamic system, using the knowledge of input and output quantity of the process. Students will be able to use evolutionary models and Box-Jenkins methodology in cases where we cannot unequivocally determine the input and/or output quantities. They will be able to give reasons for and defend acquired knowledge in a specific discussion.
Prerequisites
unspecified

Assessment methods and criteria
Oral examination, Written examination, Home assignment evaluation

Assignment is based on an active approach during the seminar, completion of case studies and on an individual seminar project completition and defence. An oral examination.
Recommended literature
  • Cipra,T. Analýza časových řad s aplikacemi v ekonomii.. SNTL/ALFA, 1986.
  • Čapek,J. Modelování ekonomických a sociálních procesů.. Univerzita Pardubice, 2006.
  • Hušek,R. Základy ekonometrické analýzy I. Modely a metody.. skripta VŠE, 1995.
  • Mandl. P. Pravděpodobnostní dynamické modely.. Academia, 1985.
  • Medio, Alfredo. Nonlinear dynamics : a primer. Cambridge: Cambridge University Press, 2001. ISBN 0-521-55874-3.
  • Pazourek.J. Simulace biologických systémů.. Grada, 1992.
  • Shone, Ronald. An introduction to economic dynamics. Cambridge: Cambridge University Press, 2001. ISBN 0-521-80478-7.
  • Shone, Ronald. Economic dynamics : phase diagrams and their economic application. Cambridge: Cambridge University Press, 2002. ISBN 0-521-01703-3.
  • Takayama A. Mathematical economics.. Cambridge University Press, 1997.


Study plans that include the course
Faculty Study plan (Version) Branch of study Category Recommended year of study Recommended semester
Faculty of Economics and Administration Regional Development (2014) Economy 1 Summer
Faculty of Economics and Administration Informatics in Public Administration (2014) Economy 1 Summer
Faculty of Economics and Administration Regional Development (2013) Economy 1 Summer
Faculty of Economics and Administration Regional Development (2014) Economy 1 Summer
Faculty of Economics and Administration Economics of Public Sector (2013) Economy 1 Summer
Faculty of Economics and Administration Insurance Engineering (2014) Economy 1 Summer
Faculty of Economics and Administration Economics and Enterprise Management (2014) Economy 1 Summer
Faculty of Economics and Administration Informatics in Public Administration (2013) Economy 1 Summer
Faculty of Economics and Administration Regional Development (2013) Economy 1 Summer
Faculty of Economics and Administration Regional and Information Management (2014) Economy 1 Summer
Faculty of Economics and Administration Regional and Information Management (2013) Economy 1 Summer
Faculty of Economics and Administration Economics of Public Sector (2016) Economy 1 Summer
Faculty of Economics and Administration Economics and Enterprise Management (2013) Economy 1 Summer
Faculty of Economics and Administration Insurance Engineering (2013) Economy 1 Summer
Faculty of Economics and Administration Economics of Public Sector (2014) Economy 1 Summer
Faculty of Economics and Administration Economics and Enterprise Management (2015) Economy 1 Summer