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Schedule

WeekDate(s)Event/TopicDue Dates
1Jan 29Getting started with Jupyter and Python
2Feb 5What is Time Series?
3Feb 3 and 5Mixed-Frequency Data; Stationarity
4Feb 10 and 12Class Discussion; MA Model
5Feb 17 and 19AR Model; ARIMA Model
6Feb 24 and 26Review Day (Tue); Exam 1 (Thu)Problem Set 1: Mon, Feb 23, 9am
7Mar 3 and 5VAR Model
8Mar 17 and 19Class Discussion; VAR Examples
9Mar 24 and 26VECM
10Mar 31 and Apr 2State Space Model
11Apr 7 and 9Review Day (Tue); Exam 2 (Thu)Problem Set 2: Mon, Apr 6, 9am
12Apr 14 and 16RBC Model
13Apr 21 and 23PresentationsProblem Set 3: Fri, Apr 24, 5pm
14Apr 28 and May 30PresentationsReplication Exercise: Fri, May 1, 5pm
Tue, May 12, 9-11amExam 3 (Comprehensive Final)