Below are some short notes on topics in Macro and Time Series analysis. Please see also some of my lecture notes for Matlab for state space tools and simple DSGE models. |
Lecture Notes >
Macro / Time Series
| Selection | File type icon | File name | Description | Size | Revision | Time | User |
|---|---|---|---|---|---|---|---|
| Ċ | View Download |
Durbin/Koopmans Disturbance Smoother | 159k | v. 3 | Aug 30, 2013, 4:48 PM | Elmar Mertens | |
| Ċ | View Download |
Solving Linear Rational Expectation Models using Klein (2000) and Sims (2002) | 62k | v. 3 | Aug 27, 2016, 12:30 PM | Elmar Mertens | |
| Ċ | View Download |
Long-Run restrictions in a VECM | 151k | v. 7 | Feb 6, 2012, 1:51 PM | Elmar Mertens |