Applied Econometrics

This course covers some of the most important concepts, models and methods used in the empirical analysis of macroeconomic problems. The prerequisite for this course is that you have taken econometrics at the introductory level and have solid foundation in probability theory and statistics. Topics to be covered in the course include univariate time series models, cointegrated processes, stationary and non-stationary series, unit roots, spurious regression, vector autoregressive (VAR), vector error correction models (VECM), and other non-linear models.