Lecture Notes‎ > ‎

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