This module provides students with the key econometric techniques necessary to analyse and forecast macroeconomic and financial time series data. Emphasising empirical research, students will work with real-world datasets and apply modern time series methods to identify patterns, model relationships, and produce forecasts. Through hands-on workshops and coding-based exercises in R, students will gain practical experience in implementing time series models, evaluating model performance, and interpreting economic implications. The module fosters analytical thinking and problem-solving skills, preparing students for careers in economic research, central banking, financial markets, and data-driven industries.