Applied Time Series For Macroeconomics


Applied Time Series For Macroeconomics
Conference discussions
Older (dormant) Working papers

This book shows how to formulate time series models, carry out forecasting and structural analyses, and work with stationary and nonstationary data alike. Univariate and multivariate models are covered, as are methods for breaking down time series data into trends and cycles.

The book is filled with practical applications using macroeconomic time series, and MATLAB code accompanies all examples. Simple Monte Carlo simulations are explained and used to illustrate important concepts.

The book should be easily accessible for graduate students with one or more courses in statistics and regression analysis, but who have never been introduced to time series analysis before. Applied researcher and analysts in business, governmental institutions and academia may benefit from the book as it provides examples and tools relevant for their tasks.

The book can be ordered on Amazon