IKT 553  -  APPLIED TIME SERIES

Syllabus                        Grades

Week 1-2: Difference Equations

Week 2-3: Stationary Time Series Models

Week 4-5: Models with Trends

Week 6-7: SVAR Models (Data: E-views)  -  ​Practice Session (Data)   ​

                SW (Paper-​Data)  -  ​BQ (Paper-​Data)

                                   Mid-term Exam 

Week 8     : Structural Breaks  -  Practice Session (Data)

Week 9-12: Solving and Estimating DSGE Models (draft), Applications with Dynare

                                      Final Exam