ECON 615 - Time Series Econometrics and Forecasting

Units: 4
Empirical tools and models in applied time series analysis, including trends, seasonality, auto-regressive and moving-average models, with an emphasis on applications to macroeconomic and financial data. Vector auto-regression (VAR) and Granger causality are also covered for identifying the transmission channels, effects, and forecasts of monetary and fiscal policies. Utilize statistical software for computation, visualization and analysis of time series data in economics and finance.

Prerequisites: ECON 610.
Possible Instructional Methods: Entirely On-ground.
Grading: A-F grading only.