Time series econometrics

A.A. 2019/2020
Insegnamento per
3
Crediti
20
Ore totali
20
Posti disponibili
Lingua
Inglese
The aim of the course is to teach students time-series analysis used in advanced economic research. Competence is developed regarding stationary and non-stationary multivariate models with special attention to: dynamic simultaneous equations; Vector autoregression (VAR) models, Impulse response functions, Variance decompositions, Structural VAR models; Cointegration, Vector error correction models.
Knowledge of Statistics and Mathematical analysis (linear algebra).
For first year students - Mandatory for Economics PhD students.
Modalità di valutazione
Esame
Giudizio di valutazione
voto verbalizzato in trentesimi
Docente/i
Ricevimento:
Durante il trimestre: Lunedi' 12.30-14.30.
Stanza 4 (DEMM Secondo piano)