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
Jacek Suda, Narodowy Bank Polski
- Exam is now posted.
Answer all questions. The due date is May 8, 2015, 23:59.
Email me if something is not clear.
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.