ECON-424 Time Series Econometrics
Fall for 2016-2017
This course presents econometric methods used to study topics in Finance and Macroeconomic with time series data. The econometric methods covered include the estimation of ARMA, ARIMA and VAR models, accounting for trends, cointegration and forecasting. The course will show how these methods are used to examine issues in Finance and Macroeconomics, such as market efficiency, parity conditions, and the origins of business cycles. Students will learn how to put the econometric theory into practice by extensive computer programming exercises and projects using the programming language GRETL.
Students must have completed ECON122 “Introduction to Econometrics” before taking this course. (No Substitutes will be allowed)
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