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Studying Economics
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ECON 422 Macroeconometrics18 points. Semester 1. OverviewExamines aspects of time series econometrics useful in estimating and testing macroeconomic relationships. The main emphasis is on econometric analysis of non-stationary data and co integration. Topics will include basic concepts in time-series analysis (stationarity, order of integration, ARIMA processes, Box-Jenkins modelling), equilibrium (error) correction mechanisms, general-to-specific modelling, non-stationarity in economic time series, testing for unit roots, cointegration, testing for cointegration, modelling with cointegrated variables. Paper coordinatorPrerequisiteCourse OutlineYou can download the 2008 Course Outline in pdf format.
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