Learn to extract macroeconomic, financial, and institutional data from authentic global sources.

Master essential transformations for time series data to make it ready for modeling and analysis.

Learn to differentiate between trend and difference stationary series, and test for unit roots.

Build and forecast models using single-variable time series methods.

Detect breaks in economic relationships due to policy changes, crises, or events.

Explore long-run equilibrium relationships between time series variables.

Move beyond uni-variate analysis by building systems of interrelated time series.

Model structural and regime-switching behavior in time series data.

Ensure your models are well-specified and assumptions are met.

Study conditional heteroscedasticity and model financial volatility using ARCH & GARCH frameworks.

Each concept includes hands-on implementation using real data in STATA and EViews. Includes replication of standard results from published studies and real-time policy data.