Class Notes
Topic 1: Auto-Regressive Time-Series
What time-series modelling is all about...
Topic 2: Univariate Forecasting
Using ARIMA models to forecast
Topic 3: VAR Modelling
Setting up a VAR model and shocking it.
Topic 4: VECM Modelling
Setting up a VECM model - studying long and short run dynamics.
Topic 5: SEM Modelling
Setting up a System of Equations Model (SEM)