Programme

The course covers the tools used to analyse economic and financial data. Topics include models suitable for interpreting and forecasting the temporal dynamics of phenomena observed in time series, such as macroeconomic indicators, the prices and returns of financial assets, and their volatility. The focus is also applied, with the aim of providing relevant statistical theory and experience. To make the results easily understandable and help students to gain expertise in analysing data, examples using R will be used extensively during the classes.

Attendance

Attendance is not compulsory but strongly recommended.