Teaching Interests and Course Information
My teaching interests and background include:
- Probability and Statistics
- Economic Forecasting
- Econometrics
- Time Series Analysis
- Applied Econometrics
- Applied Macroeconomics
Office Hours - Academic Year 2008/2009
Rich Memorial 326
Thursday 2:00-4:00pm or by appointment
Courses - Fall 2008
Economics 422 - Economic Forecasting (Undergraduate)
class times, MWF 3:00pm-3:50pm, WH111
The course will cover several topics in Econometrics and Time Series that will give you the tools to understand and predict economic variables. The course is divided in two main parts. In the first parts you will be introduced to some basic econometrics concepts like linear regression, goodness of fit, parameter estimation, and hypothesis testing. The students that have already taken 420 will find the first part a review of some of the concepts presented in the Econometrics class. This part of the course is not emphasized in the textbook so I strongly recommend the use of some of the recommended book as a reference.
In the second part of the class we will focus on forecasting. I will introduce the concept of Time Series and the use of statistical graphics for forecasting. You will learn how to model some of the key component of Time Series like cycles, seasonality and trend. After the completion of this part, you should be able to take any common economic Time Series and find the model that best fit each component of the series. The goal of this class is to provide you with the knowledge and experience to recognize the most important features of any economic series. You will learn the tools necessary to estimate and evaluate econometric models that fit your data reasonably well and that allow the construction economic forecasts. The term paper is going to be your chance to combine all the knowledge acquired during the semester
Economics 722 - Time Series Econometrics (Graduate)
class times, Mon and Wed 10:00am-12:00noon
Class Webpage | Class Syllabus
This course covers traditional methods of time series analysis and inference in dynamic models. These includes ARIMA, distributed lag, dynamic and ARCH models. The course also covers dynamic simultaneous equation and VAR models. Other topics include recent developments in time series econometrics, emphasizing non-stationarity. The "Unit root versus trend stationarity" debate will also be discussed, along with cointegration methods as tools for modeling long-run economic relations.
Courses - Spring 2009
Economics 521 - Econometrics Methods (Graduate)
class times: Mon and Wed 2:00pm-4:00pm, GBS500
The course is intended to fulfill two needs: (1) to provide students with applied interests with the most sophisticated and up to date techniques used in Econometrics, and (2) to introduce students with more theoretical inclinations to the tools that are used to derive some of the more interesting results. The class will be combination of theoretical theory and empirical applications.
