EC6063 Applied Time Series Analysis Project Autumn Supplemental

This document contains solutions to the EC6063 Applied Time Series Analysis Project Autumn Supplemental. It covers topics such as Autoregressive Distributed Lag Models, Forecasting, Unit Roots and Cointegration, VAR models and more. The document includes regression outputs, graphs, and interpretations of results. The project is based on data files infln_wage.dta and infln_wage.xlsx, ukpi.dta and ukpi.xlsx, and sterling.dta and sterling.xlsx. The document is relevant for students pursuing MSc Financial Economics at University College Cork - National University of Ireland, Cork.