IKT 451 APPLIED TIME SERIES

Syllabus                        Grades

1st Part

Week 1-2: Difference Equations

Week 2-4: Stationary Time Series Models

Week 5-6: Models with Trends

                                   Mid-term Exam 

Week 7-8: SVAR Models (Data: E-views)

Week 9   : Structural Breaks                

Week 10-11: Replication of Stock and Watson (2002) (Data: E-Views, Data: Excel)

                   Table 1-Figure 1   Table 2    Figure 2

Week 11-12: Practice Session (Data)

                                   Final Exam