ECON 423 Time Series Analysis in Economics and Finance I
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The course introduces students to the fundamentals of classical time series analysis in economics and
finance. The topics covered in the course include classical issues of time series models, stationarity, ARIMA,
Random Walk, Cointegration, VAR and ECM analysis, Causality, ARCH and GARCH models.
Credit units: 3 ECTS Credit units: 6, Prerequisite:
ECON 302.
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