Welcome in the Time Series Econometrics course!
The aim of the course is to introduce you to the fundamentals of time-series econometrics and its role in analyzing the dynamic behavior of macroeconomic variables. The course is structured in two main parts: the first part covers the core tools and models for analyzing univariate and multivariate time series; the second part focuses on applying these methods to real-world macroeconomic data, including forecasting and structural analysis.
By the end of the course, you will understand how to model, interpret, and forecast economic phenomena such as GDP, inflation, and interest rates. You will also gain practical experience using Python to implement econometric models and analyze data, even if you have no prior coding background.
This course is part of the "Applied Macroeconomics" Program. If you wish to follow this course, you need to enrol via the Program at this link.
