Session 1: Stationary Processes
Session 2: AR Processes, Forecasting, and Introduction to MA Processes
Session 3: ARMA and VAR Processes
R Practice Session 2: ARMA Processes (Data)
R Practice Session 3: VAR Models (Data)
Session 1: Global Imbalances
Session 2: Current Account Sustainability
Session 3: Intertemporal Theory of the Current Account
Session 4: Terms of Trade, the World Interest Rate, Tariffs, and the Current Account
Session 5: Current Account Determination in a Production Economy
Session 7: RER Determination, Nominal Rigidity, and Unemployment
Session 1: Introduction
Session 2: MA Processes
Session 3: AR Processes
Session 4: Stationary Processes and Forecasts
Session 5: ARMA Processes
Session 6: ARIMA Processes
Session 7: Stationary VAR Processes and Forecasts
Session 8: Stationary VAR Processes
R Practice Session 2: Identification of ARMA Processes (Data)
R Practice Session 3: Unit Root Tests (Data)
R Practice Session 4: VAR Models (Data)