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Advanced Econometrics - Кафедра фінансів НаУКМА
Україна, 04655, м. Київ, вул. Г. Сковороди, 2 корпус 6, кім. 410, тел.(044)425-60-42, 425-77-37 (факс)

Ph.D. program: courses

The logical continuation of studying at master’s program is an opportunity of joining the third-level education - graduate or Ph.D. program in Finance, the first in Ukraine doctoral program of European standards, organized in close collaboration with leading international universities and Kyiv-Mohyla Business School.

The studying on Ph.D. is different from the training offered by the traditional graduate school. The Specialty Council composes for each Ph.D. student the individual schedule of mastering the professionally oriented disciplines necessary for advanced studying of the material and learning of mathematical tools, required for the chosen research topic. By the fundamental principles of the effective combination of teaching and research in higher education, all the Ph.D. students are involved in participating in scientific work in international research groups.

During 2008-2010 six research groups of Ph.D. students and leading scientists, professionals, masters were formed within the Ph.D. program and the laboratory of Financial and Economic Research. They worked on solving the important scientific problems such as analysis of the impact of foreign direct investment and medium-term loans for economic development of Ukraine and countries with economies in transition, analysis of the stability of financial systems, evaluation of optimal amount of reserves for Ukraine in terms of economic instability, the development of modern methods of financial decision-making etc.

Ph.D. Program in Finance focuses on the formation of a new generation of scholars and researchers who have perfectly mastered the economic and financial theory, could comprehensively analyze a macroeconomic situation and financial policy with the use of modern mathematical tools, and were naturally integrated into global information and research space.

Advanced Econometrics

Teaches: Lukianenko Iryna

The course is dedicated to mastering the skills of econometric modelling with the help of the modern software. On the specific examples, students are introduced to using VECM, Logit, Probit, Panel Data, System of Simultanious Equations techniques to test economic relationships and model complex economic systems. The course allows to understand in practice the statistical principles in economics and finance.

Course materials in Ukrainian


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