This course is an introduction to the statistical methods used to analyze time series
data - quantities and prices that evolve over time.  These methods provide a 
quantitative framework for characterizing the dynamic behavior of the macroeconomy, 
as well as for evaluating macroeconomic theory.  Students will gain a working 
knowledge of some common techniques that are currently used to explore important 
issues in macroeconomics and finance.

Econometrics Review
Time Series Concepts
Time Series Models
Estimating Univariate ARMA Models
VARs as Statistical Models
VARs as Theoretical Models - Identification
Nonstationarity in Univariate Processes
Nonstationarity in Multivariate Processes
Conditional Heteroskedasticity
Introduction to ARCH Models