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Introduction to Time Series Analysis and Forecasting

Msc in Macroeconomics, Winter 2018

 

 

 

 

 

 

 

 

 

 

Week 1

Assigments

  • Gapminder

  • Readings handout 1: Cochrane, Sections 2, 3.1, 3.3 and 4

  • Readings handout 2: Cohrane, Sections 3.3 and 4.2

  •  To play a bit with ARMA processes, check these Applets

 

 

 

Week 2

Assignment

Recommended readings:

 

Week 3

Assignment

 

Week 4

Assignment

Recommended readings

  • Hamilton, chapter 11