Spring 2015

  • Friday,     20 March 2015       :: E101   13:30 - 16:30
    Monday,  23 March 2015      :: A2     13:30 - 16:30
    Monday,  13 April 2015          :: A2     13:30 - 16:30
    Friday,      17 April 2015         :: A2     13:30 - 16:30

Lecturer

Exam !!!

  • Exam is now posted.
    Answer all questions. The due date is May 8, 2015, 23:59.
    Email me if something is not clear.

Homeworks

  • Homework     ::    Data    ::
    Due by Monday, April 13, 1:30pm    

Lectures

Description

  • The purpose of this course is to familiarize students with current techniques used in macroeconomic time series models with applications in macroeconomics, international finance, and finance; with the ultimate aim of providing students with the necessary tools to conduct original research in the area.

    Topics include ARMA models, VARs and impulse response functions; unit roots; and Kalman filtering. We will mostly work with the classical framework in the time domain.

Syllabus