1、应用经济学专题教学大纲应用经济学专题教学大纲Topics in Applied EconomicsCourse Outline课程编号:150152B课程类型:专业选修课总 学 时:32 讲课学时:32 实验(上机)学时:0学分:2适用对象:金融学,经济学先修课程:经济学原理,计量经济学Course Code: Course Type: Elective CoursePeriods: 32 Lecture: 32 Experiment (Computer): 0Credits: 2 Applicable Subjects: Finance, EconomicsPreparatory Cours
2、es: Principles of Economics, Econometrics一、课程的教学目标本课程属于金融学、经济学的专业选修课之一,面向金融学经济学等相关专业高年级本科生。本课程主要结合中英文文献阅读和社会现实问题分析,讲解应用经济学中常用的理论和实证分析方法以及学术论文的写作。本课程结合统计软件的实际应用,探讨和研究公共经济学,卫生经济学,教育经济学以及劳动经济学中的有关问题,并侧重于政策相关问题的实证研究。通过本课程的学习,学生能够熟练运用统计软件进行实际的数据处理和分析,并能撰写规范的实证分析论文来探讨当前社会经济学中的现实问题。本课程还有助于提高学生因果逻辑关系的辨析及推断能
3、力,为今后从事相关工作和学习研究打下坚实的基础。This course is one of theelective courses for third-year or fourth-year finance and economics majors. It combines Chinese and English academic journal articles and socioeconomic problems in reality, and introduces students to topics and methods in applied economics and teache
4、s students how to write an academic research paper. With the application of statistical software, the course involves relevant topics in public economics, health economics, education economics and labor economic and focuses on policy analysis. After taking this course, students will be able to maste
5、r the methods of empirical analysisand use statistical software to do real data analysis and write a formal research paper to analyze current socioeconomic issues.This course will also provide students with an understanding of general methodology in applied empirical research, improve their logical
6、thinking and lay a foundation for future work.二、教学基本要求本课程主要讲述公共经济学等应用经济学领域的研究理论与实证分析方法。本课程要求学生大量阅读应用经济学领域的中英文文献和研究报告,进行课堂讨论和报告展示,并完成一篇课题论文。该课程侧重训练学生深入理解实证分析中的因果推断问题,掌握科学的分析方法,并且能够独立提出和解决有现实意义的社会经济学问题。本课程授课方式采用教师主讲、课后文献阅读和学生课堂展示相结合。教师结合课程教材及文献,系统讲授文献中计量模型分析及应用。学生根据教师分配的任务,两人一组进行相关研究主题的课堂展示,要求学生对所展示的内
7、容进行深入理解并能提出独立的看法和见解。课程的考核方式为课堂展示,作业和学术论文。课堂展示20%,平时作业3次占30%,学术论文占50%。学术论文应该主题明确,可行性强,本课程中间需提交学术论文的开题简介,最后学生还需对自己的论文进行课堂展示。This course focused on research theories and methods in applied economics fields such as public economics. Students are required to read research papers and reports in applied ec
8、onomics, participate in class discussions and presentations, andcomplete a research paper.Students should understand and master the econometric methods to estimate causal effects, and propose practical socioeconomic research questions independently. This course is a combination of lectures, presenta
9、tions and readings. Instructors will teach general methodology in applied research work. Students are required to present one or two research papers in class. Students are required to present a synopsis of the paper and provide their own commentary on the research topic.The final grade of this cours
10、e will be based on two presentations(20%), three assignments(30%) and a research paper(50%). The research paper should address a clearly stated doable research question. A proposal of the research paper is due in the middle of the term. Finally the students are required to present their research pro
11、ject in class.三、各教学环节学时分配以表格方式表现各章节的学时分配,表格如下:序号章节内容讲课实验其他合计1应用经济学导论222STATA基础应用1123经济学分解分析方法及应用4264STATA统计分析1125论文选题及要求226处理效应及政策评估6287工具变量回归方法及应用4268中国社会保障制度专题229学术论文写作22合计242632教学课时分配Class ScheduleNo.Chapter ContentsTeachingExperimentOtherTotal1Introduction to Applied Economics222STATA Introducti
12、on1123Decomposition Methods and Applications in Economics 4264STATA Applications1125Requirements for Research Paper Proposal226Treatment Effects and Program Evaluation6287Instrumental Variables Regression and Applications4268Social Security System in China229Tips for Writing Research Papers22合计24263
13、2四、教学内容第一章应用经济学导论第一节实证分析1. 实证分析2. 实证研究第二节数据1. 数据的类别与性质2. 常用数据库介绍教学重点、难点:计量分析方法课程的考核要求:理解实证分析,了解主要的计量分析方法和特点,了解微观数据的获取途径复习思考题:1. 简述实证分析2. 如何获取研究所需数据第二章STATA基础应用第一节数据探究与描述第二节计算机操作教学重点、难点:运用STATA对数据进行基本的描述性分析课程的考核要求:掌握STATA描述性分析的基本命令,运用命令分析具体数据复习思考题:描述数值类变量的命令有哪些第三章经济学分解分析方法及应用第一节均值分解1. 分解的类别与方法2. Oaxa
14、ca-Blinder分解3. 详细分解与举例第二节分位数分解1. 分位数回归2. RIF回归3. 分位数分解教学重点、难点:分位数回归与分解的理解与运用课程的考核要求:掌握Oaxaca-Blinder分解的理论与方法,了解分位数回归的理论与方法,运用Oaxaca-Blinder分解或分位数分解方法解决实际问题复习思考题:1. Oaxaca-Blinder分解有几种方法及如何解释分解结果2. 如何解释分位数分解的结果第四章STATA应用第一节线性与非线性回归分析第二节分解分析第三节计算机操作教学重点、难点:分位数分解课程的考核要求:运用STATA进行经济学分解分析复习思考题: 简述分位数分解的步
15、骤第五章论文的选题及要求第一节论文选题1. 经济学论文的特点2. 如何进行论文选题3. 举例第二节论文选题的要求教学重点、难点:如何进行论文选题课程的考核要求:初步了解论文选题的过程第六章处理效应及政策评估第一节处理效应第二节处理效应的估计方法1. 非实验数据2. 非参方法3. 回归方法4. 匹配方法5. 倍差法第三节政策评估教学重点、难点:处理效应的估计课程的考核要求:掌握处理效应的几种估计方法,会运用匹配法和倍差法估计处理效应复习思考题:1. 简述处理效应的几种估计方法2. 倍差法与匹配法估计的假设前提是什么第七章工具变量回归方法及应用第一节内生性与工具变量1. 内生性变量2. 工具变量的
16、要求第二节工具变量回归1. 两步最小二乘估计 2. 一般工具变量估计第三节工具变量估计应用教学重点、难点:两步最小二乘估计方法与应用课程的考核要求:理解工具变量的适用范围,掌握和运用两步最小二乘法进行工具变量估计复习思考题:1. 简述内生性变量和外生性变量2. 如何选取有效的工具变量第八章中国社会保障制度专题第一节中国医疗系统1. 医疗系统简介2. 医疗保障系统3. 医生人力资源第二节中国养老保险研究教学重点、难点:社会保障相关问题的实证研究课程的考核要求:了解中国社会保障制度的现状,并运用所学知识对社会保障问题进行分析第九章学术论文写作第一节论文的结构1. 论文简介写作2. 文献综述与导论3
17、. 文章主体4. 结论第二节学术诚信教学重点、难点:学术论文的结构设计和导论写作课程的考核要求:规范完成本课程的课题论文1 Introduction to Applied Economics1.1 Empirical Analysis1.1.1 Empirical Analysis1.1.2 Empirical Research1.2 Data1.2.1 Data Types1.2.2 Introduction to Commonly Used DatasetKey and Difficult Points: Econometric AnalysisEvaluation Requirement
18、s: Understanding the concept of empirical analysis,knowing econometric methods and features in general, knowing how to obtain microeconomic data.Problems:1. Concept of Empirical Analysis2. How can we obtain microeconomic data2 STATA Introduction2.1 Data Exploration and Description2.2 Computer Progra
19、mmingKey and Difficult Points: Use STATA to do descriptive analysisEvaluation Requirements: Know how to use STATA to do descriptive analysisProblems: STATA commands for summary statistics3 Decomposition Methods and Applications in Economics3.1 Mean Decomposition3.1.1 Decomposition Methods and Types3
20、.1.2 Oaxaca-Blinder Decomposition3.1.3 Detailed Decomposition and Applications3.2 Decomposition for Quantiles3.2.1 Quantile Regression3.2.2 RIF Regression3.2.3 Decomposition for QuantilesKey and Difficult Points:RIF regression and decompositionEvaluation Requirements:Master Oaxaca-Blinder decomposit
21、ion method, know quantile regression and method, apply Oaxaca-Blinder and quantile decomposition methodsProblems:1. Interpret the results of Oaxaca-Blinder mean decomposition2. Interpret the results of decomposition of quantiles 4 STATAApplications4.1 Linear and Nonlinear Regression Analysis4.2 Deco
22、mposition Analysis4.3 Computer ProgrammingKey and Difficult Points:Decomposition of quantiles using STATAEvaluation Requirements: Use STATA to do decomposition analysis in economicsProblems: Describe the steps of decomposition of quantiles5 Requirements for Research Paper Proposal5.1 Ways to Select
23、a Research Topic5.1.1 Characteristics of Economic Research Papers5.1.2 Ways to Select a Research Topic5.1.3 Examples5.2 Requirements for Research Paper ProposalKey and Difficult Points:How to select a research topicEvaluation Requirements:Be familiar with the process of selecting a research topic6 T
24、reatment Effects and Program Evaluation6.1 Treatment Effects6.2 Estimation of Treatment Effects6.2.1 Nonparametric Estimation6.2.2 Regression Method6.2.3 Matching Method6.2.4 Difference-in-differences6.3 Program EvaluationKey and Difficult Points:Estimation of treatment effectsEvaluation Requirement
25、s: Master the methods of treatment effect estimation, apply matching and difference-in-differences to estimate the impact of a programProblems:1. Describe methods of treatment effect estimation2. What are the identifying assumptions for matching method and difference-in-differences estimation7 Instr
26、umental Variables Regression and Applications7.1 Endogeneity and Instrumental variables7.1.1 Endogenous Variables7.1.2 Conditions for Instrumental Variables7.2 Instrumental Variables Regression7.2.1 Two Stage Least Squares Estimator7.2.2 6.2.2. General IV Regression7.3 IV Regression ApplicationsKey
27、and Difficult Points: Two Stage Least Squares Estimation and ApplicationsEvaluation Requirements: Understand when to use IV regression, apply two stage least squares estimation using real dataProblems:1. Describe endogenous variables and exogenous variables2. How can we find a valid instrument8 Soci
28、al Security System in China8.1 Health Care System in China8.1.1 Introduction to Health Care System in China8.1.2 Health Insurance in China8.1.3 Human Resource Issues in the Health Care Sector8.2 Pension System in ChinaKey and Difficult Points: Empirical studies of social security policies in ChinaEv
29、aluation Requirements: Know the status of social security system in China, apply the empirical methods to analyze real socioeconomics problems 9 Tips for Writing Research Papers9.1 Structure of a Research Paper9.1.1 Abstract9.1.2 Literature Review and Introduction9.1.3 Main Body o9.1.4 Conclusion9.2
30、 Academic HonestyKey and Difficult Points: Structure of a research paper and how to write the introductionEvaluation Requirements: Complete the research paper五、其它本课程教学每周都有阅读应用经济学文献的任务。A set of readings will be assigned to students every week.六、主要参考书列出主要参考书目,所列条目及其顺序如下:1 Angrist, J. and Pischke J.S., Mostly Harmless Econometrics, Princeton,New Jersey, USA, Princeton University Press, 20092 Benjamin, D., Gunderson,M.and Lemieux, T., Labour Market Economics, 6th Edition, Ontario,Canada,McGraw-Hill Ryerson Higher Education, 20073 Folland, S., Goodman,
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