ECON 641. Econometric Time-series Analysis. 3 Hours.
Semester course; 3 lecture hours. 3 credits. Prerequisites: ECON 501 and ECON 614. Provides the analytical and programming tools needed to adeptly handle the statistical analyses of econometric time-series data. Topics include: stationarity, unit-roots, univariate time-series models, vector autoregressions and co-integration. These tools will be used to analyze movements in interest rates, exchange rates and equity markets as well as the transmission of monetary policy actions.