The course covers various topics related to modelling
and time series analysis, with the aim of studying and interpreting economic and financial phenomena.
It is structured around three main areas:
(1) the linear regression model
(2) the ARIMA models; and
(3) models for volatility analysis.

Each topic is presented in depth from a theoretical point of view
theoretical perspective and the main practical applications are discussed. The course includes guided exercises to support understanding of key concepts as well as practical analysis of real data sets using R software.