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ECON343: Macroeconomic Data Analysis

Economics 343 was last offered during Spring 2023 at NEIU. It will next be offered in Spring 2026 (first half).

Course Book (UPDATED 2025)
Syllabus (8-week, Spring 2023)

Some review material:

Macroeconomics videos (ECON 215)
Macro Principles Notes
International Macroeconomics Notes

R code for the book examples:

Japanese yen
Madison employment
Oil prices

This Excel file shows some formulas, summary statistics, and graphs.
Here is an outside course on traditional time series analysis.

There are four R examples (one on each theme), as well as a fifth that integrates the concepts:

Real Variables
Prices
Money
International
Oil Prices and Volatility

Here are three additional R tutorials (on some basic time-series concepts). The video links and .R files are below:

Introduction to Time Series in R
Lags, Differences, and Autocorrelation in R
Volatility Modeling: GARCH Processes in R

I made these videos for this course:

Macroeconomic Data Sources and Variables
Graphing Macroeconomic Data Using FRED
Finding and Downloading Macroeconomic Data
Macroeconomic Data Transformations      (MacroDataExample.R)      (Excel file)
Basic Summary Statistics in Excel      (Excel file)
Writing a Macroeconomic Report
Graphics and Text in a Macroeconomic Report
Making a Time–Series Graph in Excel      (Data)
Making a (Regression) Table in Excel

These involve some more advanced topics:      (.R files are included)

Downloading Free Software: RStudio and gretl
Introduction to Time Series in R      (343_Lab1_R.R)
Application: Testing PPP in R      (GitHub Page)
Creating Annual Averages from Monthly Data Using an R Loop      (SubsetAnnual.R)
Deseasonalizing Time Series in R      (Deseas_CPI.R)
Extracting Business Cycles and Calculating Cross-Correlations in R      (R_Cycles.R)
Lags, Differences, and Autocorrelation in R       (Autoregressions_R.R)
Volatility Modeling: GARCH Processes in R             (GARCH_JPY.R)
Vector Autoregressions and Macroeconomic Analysis in R      (CAVAR.R)

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Data, files, and tutorials for ECON 343, "Macroeconomic Data Analysis" (NEIU)

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