Hi Yadawananda,

I don’t know what type of analysis you are looking for, but a great book about time series is the “Forecasting: Principles and Practice” by Rob Hyndman and George Athanasopoulos. Despite its focus on forecasting the book covers important topics like how to detect and correct time series seasonality, trend and patterns. It is very updated and it is free. You can access with this link: https://otexts.com/fpp2/

Other main references are:

Time series analysis: forecasting and control by BOX, George EP et al.

Time series analysis by WEI, William WS.

New introduction to multiple time series analysis by LÜTKEPOHL, Helmut

Hope it helps!

What books you already have?

Sophia A. Kassapi Ph.D.

Mam, i have

New introduction to multiple time series analysis by LÜTKEPOHL, Helmut

Time series analysis by WEI, William WS

APPLIED ECONOMETRIC TIME SERIES by WALTER ENDERS

Time Series Analysis by Hamilton

A Primer for Unit Root Testing by Kerry Patterson

Using cointegartion analysis in economic modelling by Harris

I need recent books, specially devoted to new models and related to macroeconomic aspects.

Gabriel Herrera Thanks for your reply sir. I need recent books, specially devoted to new models and related to macroeconomic aspects.