| Classes: | :: Thursday 9:30am-12:30pm | :: Campus Jourdan |
:: EXAM :: Due: Wednesday, February 24 at 23:59 ::
The purpose of this course is to familiarize students with current techniques used in macroeconomic time series models as well as selected approaches to study sources of business cycle fluctuations, examine shock propagations, or effects of economic policy changes. The focus is on implementation of the models presented in the course. Topics covered include ARMA models; VARs, Granger causality, and impulse response functions; unit roots and structural breaks; Markov-switching models; calibration and estimation of RBC and DSGE models.
Organizer:
Announcements:
:: Exam :: Due: Wednesday, February 24 at 23:59 ::
:: Slides from class 1 ::