Sebastian Fossati Pereira, PhD, MA, BS

Associate Professor, Faculty of Arts - Economics Dept

Contact

Associate Professor, Faculty of Arts - Economics Dept
Email
sfossati@ualberta.ca
Phone
(780) 492-3127
Address
7-11 Tory (H.M.) Building
11211 Saskatchewan Drive NW
Edmonton AB
T6G 2H4

Overview

Area of Study / Keywords

Time Series Econometrics Forecasting Empirical Macroeconomics


About

PhD, University of Washington, 2010

MA, University of Washington, 2006

Licenciado en Economia, Universidad de la Republica, Uruguay, 2003


Research

ualberta.ca/~sfossati/research.html

Courses

ECON 497 - Econometric Methods

Econometric problems and techniques with emphasis on regression methods and hypothesis testing. Single equation techniques and introduction to simultaneous equation systems. Matrix algebra is used extensively. Prerequisites: ECON 109, ECON 386, 387 and 399 or equivalent. Prerequisite or Corequisite: ECON 481 and 482. Not open to students with credit for ECON 408. Credit will not be granted for both ECON 497 and 400.

Winter Term 2022
ECON 509 - Time Series Methods in Financial Econometrics

Topics may include ARIMA modelling, spectral analysis, state-space models and the Kalman filter, nonstationary analysis, vector autoregressions, conditional heteroskedasticity and nonlinear models. Prerequisites: ECON 407 and 408 or equivalent.

Winter Term 2022

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