TIME SERIES ANALYSIS A

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Subtitle	Time Series Analysis for Economic and Financial Data
Lecturer(s)	OKIMOTO, TATSUYOSHI
Credit(s)	2
Academic Year/Semester	2024 Spring
Day/Period	Wed.1
Campus	Mita
Class Format	Online classes (mainly real-time format)
Registration Number	44850
Faculty/Graduate School	ECONOMICS
Department/Major	ECONOMICS Type A, B
Year Level	3, 4
Field	MAJOR SUBJECTS ELECTIVE
Grade Type	This item will appear when you log in (Keio ID required).
Course Description	This course intorduces the basic concepts of time series analysis and discusses the time series models widely used to analyze the economic and financial data, including AR models, VAR models, and VEC models.
K-Number	FEC-EC-35113-222-07

Course Administrator	Faculty/Graduate School	FEC	ECONOMICS
Course Administrator	Department/Major	EC	ECONOMICS
Main Course Number	Level	3	Third-year level coursework
	Major Classification	5	Major Subjects Course- Advanced Course
	Minor Classification	11	Lecture - Econometrics and Statistics
	Subject Type	3	Elective subject
Supplemental Course Information	Class Classification	2	Lecture
	Class Format	2	Online classes (mainly real-time format)
	Language of Instruction	2	English
Academic Discipline		07	Economics, business administration, and related fields

Course Contents/Objectives/Teaching Method/Intended Learning Outcome

This course introduces the time series models used to analyze time series data with a special emphasis on applications in macroeconomics and international finance. The course has two specific objectives. The first is to equip students with the tools they need for empirical research. The second objective is to provide students with Eviews skills to conduct empirical analysis with an emphasis on practical implications and interpretations. The course is built so that the time series model is presented first for each topic, followed by the relevant computer exercises using Eviews.