Time Series Econometrics

ECON 612

Empirical research in macroeconomics and international finance, providing students with a series of econometric tools for empirical analysis of time-series and an introduction to the current empirical research in macroeconomics, international finance, and forecasting. Small project and simple empirical research required. Prerequisites: Satisfactory performance (as judged by the instructor) in Econometrics (Economics 208D) plus a course in Linear Algebra or consent of the instructor. A course in macroeconomics (Economics 210D) is very useful but not strictly enforced.
Curriculum Codes
  • SS
Typically Offered
Fall Only