Course Overview

This course provides the review of time series models widely applied in economics and finance. Starting from univariate linear ARMA models we consider a broad class of linear and non-linear time series approaches (including ARIMA, GARCH, VARMA, etc.) with focusing on estimation and forecasts

Learning Achievement

Qualification targets: Upon successful completion of the module "Applied Time Series Analysis" students should be able to understand and to use modern time series techniques in empirical research. Imparted soft skills: Analytical thinking, Independent studying and learning, Critical thinking

Competence

Course prerequisites

At least one graduate course in Econometrics.

Grading Philosophy

100 % Written exam (90 min)

Course schedule

Week1: Introduction Week2: followed by Week3 to the Final Week

Course type

Online Course Requirement

Instructor

Prof. Dr. Vasyl Golosnoy

Other information

a) Lecture b) Tutorial

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