Classes: ::   Monday 17:00-19:00::   Campus Jourdan

:: Take-home exam :: Due: 23:59, June 3, 2011

The purpose of this course is to familiarize students with current techniques used in macroeconomic time series models 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.

Organizer:

Jacek Suda
Office: Banque de France
Email: jacek.suda@gmail.com
Webpage

Announcements:

:: Take-home exam :: Due: 23:59, June 3, 2011

Lectures:

:: Lecture 1 ::
:: Lecture 2 ::
:: Lecture 3 ::
:: Lecture 4 ::
:: Lecture 5 ::
:: Lecture 6 ::
:: Lecture 7 ::
:: Lecture 8 ::
:: Lecture 9 ::
:: Lecture 10 ::