Elmar Mertens
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Lecture Notes
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Macro / Time Series
Below are some short notes on tropics in Macro and Time Series analysis. Please see also some of
my lecture notes for Matlab
for
state space tools
and
simple DSGE models
.
disturbancesmoother.pdf
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Durbin/Koopmans Disturbance Smoother
159k
v. 2
Jan 17, 2012 11:34 AM
Elmar Mertens
vecmNotes.pdf
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Long-Run restrictions in a VECM
151k
v. 7
Feb 6, 2012 1:51 PM
Elmar Mertens
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