ECON 586 A: Advanced Applied Time Series Analysis

Spring 2022
Meeting:
TTh 3:30pm - 4:50pm / SAV 157
SLN:
13687
Section Type:
Lecture
Instructor:
Catalog Description:
Time series and empirical macroeconomics with focus on applications of time series analysis to various topics in macroeconomics and finance. Topics include: state-space models and Kalman filter; Markov-switching models and their extensions; Bayesian Gibbs sampling; randomization; and measurement of volatility.
Credits:
3.0
Status:
Active
Last updated:
June 14, 2024 - 3:02 am