The course develops a comprehensive set of tools and techniques for analyzing time series in economics and finance. The methods will be applied to forecasting problems and other empirical questions by using available datasets. The course teaches how to use a statistical software (mainly R) to apply these methods. The following topics are covered: Exploring and visualizing time series, univariate time series models (e.g. ARIMA models), multivariate time series models (e.g. ARDL, VAR and ECM models), point and interval forecasting, forecast evaluation.

To attend the course / exercise, registration via e-learning platform OLAT is required. Registration is possible from 5 - 30 September 2022. The students themselves are responsible for checking the creditability of the course to their course of study.

Direct link to OLAT course:

https://lms.uzh.ch/url/RepositoryEntry/17250386169