Macroeconometrics [Time-Series Analysis]

3 Credits.

This course focuses on the practical uses of time-series econometrics in a macroeconomic context. The topics covered include autoregressive-moving average processes, non-stationary time series models, unit root tests, vector autoregression models, and cointegration analysis.Prerequisites:440.606 Econometrics. Corequisites: 440.602 Macroeconomic Theory.