Time series economics

Abstract

As taught Spring 2011

‘Time Series Economics'' Module Guide

Module Code: L14020

Total Credits: 15

Offering School: Economics

Suitable for study at: postgraduate Level

The content presented here provides information for prospective students on module L14020 – ‘Time Series Economics’, offered by the School of Economics, University of Nottingham. The module convenor is Professor R Taylor.

Professor Robert Taylor, School of Economics, University of Nottingham.

Robert joined the School of Economics in January 2006 having previously been Professor of Econometrics at the University of Birmingham. His research interests are in the area of time-series econometrics with particular focus on: the use of bootstrap methods with non-stationary time series, co-integration methods, (seasonal) unit root tests, stationarity tests, stochastic volatility, persistence change testing and structural breaks. He has published a number of articles in refereed journals including Econometrica, Journal of Econometrics, Econometric Theory, Journal of Time Series Analysis and Journal of Business and Economic Statistics. He is a fellow of the Journal of Econometrics. He is Director of the Granger Centre for Time Series Econometrics, located within the School of Economics. He is a Co-Editor of Econometric Theory, Assistant, Associate and Book Reviews Editor of the Royal Economic Society's Econometrics Journal, and an Associate Editor of the Journal of Time Series Analysis, Econometric Reviews, and Studies in Non-Linear Dynamics and Econometrics.