Institute for Economic Studies, Keio University



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Data Analysis and Computations from a Macroeconomic Point of View (Day2)



Room 473, South School Building, Mita Campus

  • Date and Time : Wednesday, 2, November 2016, 16:30-19:45
  •           Wednesday, 9, November 2016, 16:30-19:45
  •          (2Days)
  • Lecturer : Masanori Ono (Professor, Seikei University)
  • Place : Room 473 South School Building, Mita Campus
  •     *Please refer to the following map for directions
  •      Mita Campus Map (Building No.6)
  • Working Language : English (Day 1), Japanese (Day 2)
  • Admission : Fee of charge
  • Enrollment Capacity : 90
  • Eligibility : 1) All faculty members, graduate students
  •       2) 3rd and 4th year undergraduate students at Keio
  • Registration form is available in the following page


  • [Course Contents] I will present research examples using computer software (Day1:Stata and R/ Day2: EViews and GAUSS)
  • Day 1 : Panel Data Analysis from a Macroeconomic Point of View (lectured in English)
  • I will begin with an introduction to panel data analysis that is motivated by macroeconomic issues. This approach differs from the microeconomic empirical analysis in the following ways. In macroeconomic panel data, the time dimension is sometimes larger than the cross-sectional unit dimension. Also, researchers must measure a real economic variable across countries in common units. I will then move to a more detailed discussion of these issues with research examples using both parametric analysis and nonparametric analysis.
  • Day 2 : Econometric Analysis and Computer Programming (lectured in Japanese)
  • I will introduce a few different types of approaches to macroeconomic investigations. The first is an econometric analysis using import price data classified by commodity. The second is a time-series analysis with a stability test for a structural change in Japan. The third is a dynamic programming model for a liquidity-constrained firm’s investment.



Host : Institute for Economics, Keio University