Economics | Macro-Econometric Methods
E628 | 1662 | Pedroni


This course will cover recent developments in the use of
time series methods for empirical macro.  Emphasis will be
placed on the use of linear VARs and ECMs in the
identification of dynamic macro models, and the theory and
application of recent nonstationary methods as developed in
the unit root and cointegration literature.  The methods
will be motivated and demonstrated with extended examples
from the macro, international finance and growth
literatures.

The course will also stress a "hands on approach" and
students will learn to use available time series software
through a series of data analysis and simulation programming
exercises.  This course may be used to satisfy field
requirements for either Macro/Money or Econometrics.