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What would be the impact of a 1°C rise in global temperature on world GDP, and for how long? What impact would a 1% increase in interest rates have on inflation over the next year? How can a retail business predict sales for the next 3–5 years based on its current marketing strategy? Time series econometrics provides the tools to answer such questions by combining statistical methods and economic theory to analyze data over time. It helps identify patterns, forecast trends, and make informed decisions, making it essential for understanding economic dynamics and policy implications. This course introduces the econometrics of time series analysis for forecasting and estimating dynamic causal effects using Python.