F09.14: Time Series


 

Franz Palm (UM)
Jean-Pierre Urbain (UM)

Aims

The objective of this course is to provide participating students with an understanding of the concepts of modern time series methods as well as practical experience in analyzing time series from economics.

The emphasis of this course is on the study of methods for the analysis of possibly non-stationary economic time series. We will consider and study both theoretical and practical aspects. In particular we will cover and discuss issues related to dynamic econometric models, to modeling univariate (ARMA models) and multivariate stationary (VAR models) and non-stationary processes (unit root and cointegration) as well as issues related to forecasting and policy analysis.

Empirical applications are also considered so that the course will provide students with practical experience in analyzing univariate and multivariate time series from economics or business.


Credits

6 ECTS


Time Schedule
Blocks 2 & 3:
29 October and 5, 12, 19, 26 November 2010
10, 17 December 2010 and 7, 14, 21 January 2011


Examination

The students will have to work on an empirical paper applying and implementing the theoretical tools discussed during the lectures.


Literature
The course will be based on articles/papers and chapters from various books including

 ·         Brockwell, P.J. and R.A. Davis (2006), Time Series: Theory and Methods, (Springer-Verlag: Berlin), second edition.

·         Hamilton, J.D. (1994) Time Series Analysis, (Princeton University Press: Princeton).

·         Harvey, A.C. (1993), Time Series Models, Harvester Wheatsheaf, New York.

·         Hendry, D.F. (1995), Dynamic Econometrics, (Oxford University Press: Oxford).

·         Lütkepohl, H. and M. Krätzig (2004), Applied Time Series Econometrics, (Cambridge University Press: Cambridge).

·         Lütkepohl, H.  (2005), New Introduction to Multiple Time Series Analysis
    (Springer-Verlag, Berlin).