ECON8821 · Economics
Morrissey College of Arts & Sciences
This course covers major advances in time series analysis. In addition to univariate and multivariate models for stationary time series, it addresses the issues of unit roots and cointegration. The Kalman Filter and time series models of heteroskedasticity are also discussed. The course stresses the application of technical tools to economic issues, including testing money-income causality, stock market efficiency, the life-cycle model, and the sources of business cycle fluctuations.
Course experience
Averages use the original five-point historical evaluation scale.
Organization
4.9 / 5
How well the course was organized
Challenge
4.7 / 5
How intellectually challenging students found it
Attendance
4.4 / 5
How necessary attendance was
Assignments
5.0 / 5
How helpful assignments were
Weekly effort
~3
hours per week
Estimated from the original workload response buckets. Individual sections may differ.
Instructor options
Ratings below reflect only recovered evaluations connected to this course.
Across time
Section-level results available in the recovered archive.
Fall 2024
1 sectionFall 2023
1 sectionFall 2022
1 sectionFall 2021
1 sectionFall 2020
1 section