Economic Forecasting Methods: A Time Series Approach

Catalog description

Computer modeling of economic time series using univariate Box-Jenkins models and multivariate vector autoregressive models. Intervention models to assess policy impacts such as gun control, environmental law, tax changes and social programs. Prerequisite: 309. This a starred (*) level course and may be taken for graduate credit by students enrolled in a graduate program. A graduate student enrolled in a starred course numbered below 500 may be required to complete extra work.