Time Series Part 1
Overview
1
Static Models
1.1
Static Philips Curve
1.2
Inflation and Deficits on Interest Rates
1.3
Puerto Rican Employment and Minimum Wage
1.4
Antidumping Filings and Chemical Imports
2
Finite Distributed Lags Models
2.1
Personal Exemption on Fertility Rates
3
Time Trends
3.1
Housing Investment and Housing Prices
3.2
Personal Exemption on Fertility Rates
3.3
Puerto Rican Employment
4
Seasonality
5
Weakly Dependent and Stationary Time Series AR(1) Models
5.1
Efficient Market Hypothesis
5.2
Expected Augmented Phillips Curve
References
Published with bookdown
Times Series Part 1
Times Series Part 1
Samuel Rowe adapted from Wooldridge (2011)
2025-12-02
Overview
Topics:
Static Model
Finite Distributed Lag Model
Time Trends
Seasonality
AR(1) Model