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Applied time series for policy analysis

ETW3450

Synopsis

Time series is any series of observations ordered along a time dimension. This unit introduces you to the theory and application of time series methods in econometrics. Topics covered will include modern univariate and multivariate models of stationary and non-stationary time series. You will be able to undertake independent time series analysis on a range of business and economic data. You can also expect to enhance their computer skills in R when conducting empirical analysis.

Sourced from the Monash Handbook 2026.

Quick facts

Credit points
6
Level
3
Audience
Undergraduate
Type
Coursework
School
Faculty of Business and Economics
Faculty
Department of Econometrics and Business Statistics
Handbook year
2026

Prerequisites (4)

What it unlocks (1)

Offerings (1)

  • First semesterMalaysia · ON-CAMPUS

Listed in 1 area of study

  • Econometrics and business statisticsCore units