Monetarna ekonomija

2020/2021
Program:
Univerzitetni študijski program 1. stopnje Finančna matematika
Letnik:
3 letnik
Semester:
drugi
Vrsta:
izbirni
ECTS:
6
Jezik:
slovenski
Nosilci predmeta:

Igor Masten

Ure na teden – 2. semester:
Predavanja
2
Seminar
2
Vaje
0
Laboratorij
0
Vsebina

Prvi del: Denarna teorija
Osnovni model denarja
Inflacija
Mednarodni denarni sistem
Cenovna presenečenja
Kapital
Likvidnost in finančno posredništvo
Centralno bančništvo in ponudba denarja
Denarne fluktuacije
Polno kritje denarja
Bančno tveganje
Deficiti in državni dolg
Varčevanje in investicije
Vpliv dolga na kapital in varčevanje
Drugi del: Mednarodni denarni sistem in Evropska monetarna integracija
Osnovna makroekonomska orodja
Izbira deviznega tečaja
Optimalna denarna področja
Evropski monetarni sistem
Evropska monetarna unija
Finančni trgi in evro

Temeljni literatura in viri

Champ, B., S. Freeman: Modeling Monetary Economies, McGraw-Hill, 2006
Baldwin, R., C. Wyplosz: The Economics of European Integration, 3rd. ed. McGraw-Hill, 2009

Cilji in kompetence

Poznavanje osnov denarne teorije v dinamičnih mikro-osnovanih modelih.
Poznavanje osnov delovanja finančnega sistems
Poznavanje osnov denarne politike
Poznavanje institucionalnih značilnosti mednarodnih denarnih sistemov.
Poznavanje delovanja Evropske denarne integracije

Predvideni študijski rezultati

Priprava študentov na podiplomski študij makroekonomije, monetarne ekonomije in mednarodnih finance.

Metode poučevanja in učenja

Predavanja in seminarji

Načini ocenjevanja

2 pisna kolokvija

Reference nosilca

BREZIGAR MASTEN, Arjana, MASTEN, Igor. CART-based selection of bankruptcy predictors for the logit model. Expert systems with applications, ISSN 0957-4174. [Print ed.], Sep. 2012, vol. 39, iss. 11, str. 10153-10159. [COBISS-SI-ID 20765670]
BREZIGAR MASTEN, Arjana, MASTEN, Igor. Predicting bankruptcy with semi-parametric single-index model. Ekonomska istraživanja, ISSN 1331-677X, 2012, vol. 25, no. 1, str. 121-133, tabele. [COBISS-SI-ID 20828902]
AHČAN, Aleš, MASTEN, Igor, POLANEC, Sašo, PERMAN, Mihael. Quantile approximations in auto-regressive portfolio models. Journal of Computational and Applied Mathematics, ISSN 0377-0427. [Print ed.], Feb 2011, vol. 235, iss. 8, str. 1976-1983 . [COBISS-SI-ID 19878630]
BREZIGAR MASTEN, Arjana, CORICELLI, Fabrizio, MASTEN, Igor. Financial integration and financial development in transition economies : what happens during financial crises?. Economic and business review, ISSN 1580-0466. [Tiskana izd.], 2011, vol. 13, no. 1/2, str. 119-137, ilustr. [COBISS-SI-ID 20551142]
BREZIGAR MASTEN, Arjana, MASTEN, Igor. Control of inflation on the road to the European Monetary Union : the case of Slovenia. Eastern European economics, ISSN 0012-8775, Nov./Dec. 2009, vol. 47, no. 6, str. 5-21. [COBISS-SI-ID 19134950]
DARBY, Julia, MELITZ, Jacques, MASTEN, Igor. Social spending and automatic stabilizers in the OECD. Economic policy, ISSN 0266-4658, Oct. 2008, no. 56, str. 715-756, tabele. [COBISS-SI-ID 20851942]
MASTEN, Igor. Optimal monetary policy with Balassa-Samuelson-type productivity shocks. Journal of comparative economics, ISSN 0147-5967, Mar. 2008, vol. 36, no. 1, str. 120-141. [COBISS-SI-ID 17695718]
BREZIGAR MASTEN, Arjana, CORICELLI, Fabrizio, MASTEN, Igor. Non-linear growth effects of financial development : does financial integration matter?. Journal of International Money and Finance, ISSN 0261-5606. [Print ed.], Mar. 2008, vol. 27, no. 2, str. 295-313. [COBISS-SI-ID 17689830]
CORICELLI, Fabrizio, JAZBEC, Boštjan, MASTEN, Igor. Exchange rate pass-through in EMU acceding countries : empirical analysis and policy implications. Journal of Banking & Finance, ISSN 0378-4266. [Print ed.], May 2006, vol. 30, no. 5, str. 1375-1391. [COBISS-SI-ID 16241894]
BANERJEE, Anindya, MARCELLINO, Massimiliano, MASTEN, Igor. Leading indicators for Euro-area inflation and GDP growth. Oxford bulletin of economics and statistics, ISSN 0305-9049, Oct. 2005, vol. 67, supp. 1, str. 785-813. [COBISS-SI-ID 15966182]
DAMIJAN, Jože, MASTEN, Igor. Time dependent efficiency of free trade agreements : the case of Slovenia and the CEFTA agreement. Economic and social review, ISSN 0012-9984, 2002, vol. 33, no. 1, str. 147-160. [COBISS-SI-ID 944526]
MASTEN, Igor. How important is the shock-absorbing role of the real exchange rate?. Economic and business review, ISSN 1580-0466. [Tiskana izd.], Oct. 2005, vol. 7, no. 3, str. 167-194, tabele, graf. prikazi. [COBISS-SI-ID 15888614]
CORICELLI, Fabrizio, JAZBEC, Boštjan, MASTEN, Igor. L'influence du régime de change sur l'inflation dans les pays adhérents. Economie & prévision, ISSN 0249-4744, 2004, no. 163, str. 51-61. [COBISS-SI-ID 15795174]
BANERJEE, Anindya, MARCELLINO, Massimiliano, MASTEN, Igor. Forecasting macroeconomix variables using diffusion indexes in short samples with structural change. V: RAPACH, David E. (ur.), WOHAR, Mark E. (ur.). Forecasting in the presence of structural breaks and model uncertainty, (Frontiers of economics and globalization, ISSN 1574-8715, 3). Bingley: Emerald, 2009, str. 150-194. [COBISS-SI-ID 18732262]
CORICELLI, Fabrizio, JAZBEC, Boštjan, MASTEN, Igor. Sources and obstacles for growth in transition countries : the role of credit. V: REINHART, Carmen M. (ur.), VÉGH GRAMONT, Carlos A. (ur.), VELASCO, Andrés (ur.). Money, crises, and transition : essays in honor of Guillermo A. Calvo. Cambridge (Mass.), London: MIT Press, 2009, str. 327-347. [COBISS-SI-ID 18732774]
BANERJEE, Anindya, MARCELLINO, Massimiliano, MASTEN, Igor. Forecasting macroeconic variables for the new member states. V: ARTIS, Michael (ur.), BANERJEE, Anindya (ur.), MARCELLINO, Massimiliano (ur.). The Central and Eastern European countries and the European Union. Cambridge: Cambridge University Press, 2006, str. 108-134. [COBISS-SI-ID 16234726]
CORICELLI, Fabrizio, JAZBEC, Boštjan, MASTEN, Igor. Behavior of nominal and real exchange rates in transition economies. V: MORALES ZUMAQUERO, Amalia (ur.). International macroeconomics : recent developments. New York: Nova Science, 2006, str. 285-308. [COBISS-SI-ID 17082086]