4.0

credits

Average Course Rating

Course seeks to discuss and apply the techniques used in time series econometrics applied to macroeconomics and financial markets, always from a practitioner's point of view. Provides a comprehensive set of tools and techniques for analyzing various forms of univariate and multivariate time series and shows how to use computer programs EViews and Stata to estimate macroeconomic and financial time series models; through extensive use of computers, students have the opportunity to apply in class every technique learned. Aimed at students who wish to pursue a career in macroeconomic policy analysis or financial markets forecasting and for whom grasping concepts such as stationarity, cointegration, causality and changing volatility will be valuable. Prerequisite: Econometrics. Some knowledge of linear algebra and calculus, as well as proficiency with computers, is recommended. <a href="http://bit.ly/1bebp5s" target="_blank">Click here to see evaluations, syllabi, and faculty bios</a>