Subject:
Economics (ECON)
Catalog number:
723
Unit weight:
0.50
Meet type:
LEC
Cross-listing(s):
N/A
Requisites:
Prereq: ECON 602 and ECON 621Instructor Consent Required
Description:
This course covers some of the most important concepts, models and methods used in the empirical analysis of macroeconomic problems. In particular the course covers established time series techniques as well as more recent developments such as testing for unit roots, measurement of the persistence of shocks and estimation and hypothesis testing in cointegrated systems. Several dynamic models will be studied using time series analysis methods. Topics covered include basic concepts in time series analysis (modelling volatility and trend), VAR Modes (including structural VAR's), VECM and Cointegration, neural networks and estimation of DSGE models. During the course, students will have the opportunity to explore several case studies using econometric software such as RATS and MATLAB.
Topic titles:
N/A
Faculty:
Arts (ART)
Academic level:
GRD
Course ID:
012335
