COURSES
1. Time Series Analysis for Undergraduate Program (Spring Semester, 2025-2026)
📚Course Contents
- Chapter 1 - Fundamentals of Time Series
- Chapter 2 - Growth Calculation and Data Handling
- Chapter 3 - Autoregressive Moving Average Models
- Chapter 4 - Conditional Heteroscedastic Models
- Chapter 5 - Vector Autoregressive Models
- Chapter 6 - Cointegration Analysis
🎯Intelligent Agent Learning：
- Coze URL: https://www.coze.cn/s/UlhaTyDcPQo/
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2. Financial Econometrics for Msc and PhD Program
- Chapter 1 - Asset Returns and Distributional Properties
- Chapter 2 - Linear Time Series Analysis and Applications
- Chapter 3 - Volatility and Econometric Models
- Chapter 4 - Nonlinear Time Series Models and Applications
- Chapter 5 - Multivariate Time Series Analysis: Methods and Applications
- Chapter 7 - Bayesian Methods and Applications
- Chapter 8 - Multivariate Volatility Models
Slides and Codes
High-dimensional VAR models
Slides and Codes
Reviews of mixed-frequency dynamic factor models
3. Macroeconomics for Undergraduate Program
- Chapter 1 - The Science of Macroeconomics (Slides)
- Chapter 2 - The Data of Macroeconomics (Slides)
- Chapter 3 - National Income: Where It Comes Fromand Where It Goes (Slides)
- Chapter 4 - The Monetary System: What It Is andHow It Works (Slides)
- Chapter 5 - Inflation: Its Causes, Effects, and Social Costs (Slides)
- Chapter 6 - The Open Economy (Slides)
- Chapter 7 - Unemployment and the Labor Market (Slides)
- Chapter 8 - Economic Growth I: CapitalAccumulation and Population Growth (Slides)
- Chapter 9 - Economic Growth II: Technology, Empirics, and Policy (Slides)
- Chapter 10 - Introduction to Economic Fluctuations (Slides)
- Chapter 11 - Aggregate Demand I: Building the IS–LMModel (Slides)
- Chapter 12 - Aggregate Demand II: Applying theIS–LM Model (Slides)
- Chapter 13 - The Open Economy Revisited: The Mundell–Fleming Model and the Exchange-Rate Regime (Slides)
- Chapter 14 - Aggregate Supply and the Short-RunTradeoff Between Inflation andUnemployment (Slides)
- Chapter 15 - A Dynamic Model of EconomicFluctuations (Slides)
- Chapter 16 - Alternative Perspectives on StabilizationPolicy (Slides)