The purpose of the Time Series Econometrics course is to equip undergraduate students with the theoretical knowledge and practical skills necessary to analyze and interpret time-dependent economic data.

Some of the main topics to be covered in the course are as follows: Introduction to time series econometrics, time series components (trend and seasonality), autocorrelation function (correlogram), stationarity and non-stationarity, Dickey-Fuller and ADF unit root tests, Cointegration concept and analysis, Error Correction Model, ARDL Analysis, Causality concept and analysis. In addition, macroeconomic and financial data will be analysed using software packages such as Eviews, Stata and R.