Intensive Course by Overseas Lecturer – Introduction to Time Series Analysis of Macroeconomic and Financial Data

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Course name: “Introduction to Time Series Analysis of Macroeconomic and Financial Data”
Instructor/Affiliation: Dr. Felix PretisBritish Academy Postdoctoral Research Fellow, Department of EconomicsUniversity of Oxford (United Kingdom)
Dates: May 9-13, 2016
Code: GBP345 Syllabus

The AIU Invited Overseas Lectures Series offered a course titled, “Introduction to Time Series Analysis of Macroeconomic and Financial Data,” taught by Dr. Felix Pretis from the University of Oxford and also the co-director of the University’s project, Climate Econometrics, which collaborates with the Environmental Defense Fund.

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In the class, the students were introduced to the econometrics software, OxMetrics, used widely at central banks and universities. The objective of the intensive course was to prepare students to sensibly analyze, model, and interpret economic data by studying time series analysis. All concepts were introduced through practical exercises held in a computer lab, which helped students learn how to apply the methods on real-world data. The students also tested the validity of an economic theory called Kuznets Curve using data in Japan.

The students’ comments included: ‘I really want to keep studying statistics and macroeconomics to get more knowledge about OxMetrics’; ‘Although the content level was very high, Dr. Pretis taught us difficult contents in a simple way’; and ‘It was useful to know how to use OxMetrics in a sensible way. Dr. Pretis also taught us how to write a research paper and how to present the results effectively.’

(Article contributed by Ryo Tomita, Senior, Student at Global Studies Program)

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