This course serves as an introduction to Time Series Analysis. The goal of the course is to provide students with the foundational concepts of time series econometrics, Bayesian econometrics and the knowledge of some popular time series models. The course, open to anyone, can be especially useful to participants of the subsequent courses of the Barcelona Macroeconometrics Winter School who want to acquire the necessary knowledge or strengthen their skills in this field, before starting the more specialized courses.

Learn the foundations of  Bayesian Econometrics and some popular models in Time Series Analysis

The course includes 10 hours and you will be provided code and work with MATLAB to implement the techniques and methodologies in each of the topics covered in the lectures.

Every participant will receive a time-limited personal free license of MATLAB several days before the start of the course. You will need to install the MATLAB software on your own computer for use during the practical sessions. Additional class materials will be provided before and during the sessions. The instructors will also be available throughout the course to discuss your individual research ideas and projects.

Thanks to the online live delivery of this course, you will participate in an active and fruitful environment with international colleagues without incurring high costs.

Sessions will be recorded and videos will be available for a month once the course has finished.

Get the necessary background to join advanced courses to go deeper into macroeconometrics models and techniques to enhance your job or research