Spring 2015
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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
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Jacek Suda, Narodowy Bank Polski
Email: jacek.suda@gmail.com
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
Lectures
Description
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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.