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 |
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Durbin/Koopmans Disturbance Smoother | 159k | v. 3 | Aug 30, 2013, 4:48 PM | Elmar Mertens | |
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Solving Linear Rational Expectation Models using Klein (2000) and Sims (2002) | 62k | v. 3 | Aug 27, 2016, 12:30 PM | Elmar Mertens | |
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Long-Run restrictions in a VECM | 151k | v. 7 | Feb 6, 2012, 1:51 PM | Elmar Mertens |