Week Name Description
File Syllabus202425 2168
3 February - 9 February URL World's Databases
File Revision I
File Revision II
URL Reading I
URL Reading II
File Forecasting Nova
File Exercise Time Series
Folder Weekly Exercises 1
File MixedFrequency
Folder Intro to Python Course

This folder contains all the necessary materials for the Intro to Python given by Professor João B. Duarte (https://www.novasbe.unl.pt/en/faculty-research/faculty/faculty-detail/id/126/joao-duarte). These files introduce fundamental programming concepts using Python, along with practical exercises and problem sets. Here's a breakdown of the contents:

  1. 00_Install_Anaconda.ipynb – Step-by-step instructions for setting up the Python environment using Anaconda.
  2. 01_Intro_Programming.ipynb – A beginner-friendly introduction to basic programming concepts in Python.
  3. 02_Introduction_to_Jupyter_Notebooks.ipynb – Guide on using Jupyter Notebooks for interactive coding.
  4. 03_datatypes_strings_numbers_and_variables.ipynb – Covers Python data types, variables, and operations on strings and numbers.
  5. 04_lists_tuples_and_sets.ipynb – Introduction to Python's key data structures: lists, tuples, and sets.
  6. 05_if_statements.ipynb – Explains conditional statements for decision-making in code.
  7. 06_while_loops_and_user_input.ipynb – Teaches while loops and handling user input in Python.
  8. 07_introduction_to_functions.ipynb – Basics of writing and using functions in Python.
  9. 08_some_more_functions.ipynb – Expands on advanced function concepts and usage.
  10. 09_classes_and_OOP.ipynb – Introduction to Object-Oriented Programming (OOP) in Python.
  11. 10_numpy_library.ipynb – Basics of NumPy for numerical computing and array operations.
  12. 11_matplotlib_library.ipynb – Introduction to Matplotlib for data visualization.
  13. Problem set 1.ipynb – Practical exercises to reinforce the concepts learned throughout the course.

While it is not mandatory for students to complete all these exercises, this course is an extremely useful resource throughout the Macroeconometrics course, especially for those who have never had the opportunity to learn how to code in Python. We encourage you to use these materials as a reference and practice tool.

10 February - 16 February File maxlik v6
File ARCH
File Macroeeconometrics MLE
File Producer Price Index
URL Robert Engle Nobel Prize Lecture
URL Glossary ARCH
File Volatility Examples
URL Macroeconomics and ARCH
File Empirical Applications
Folder Python Class
File Groups
17 February - 23 February File Volatility Examples solutions
Folder Week 3 Exercises
Folder Week 3 Exercises
24 February - 2 March File VAR slides
File VAR Primer Slides
File stock watson jep2001vars
File Macroeconometrics VAR
Folder Weekly 4
3 March - 9 March File IRFs Estimation using Python
File Macroeconometrics VAR exercises
10 March - 16 March File VECM Example Python
File VECM
17 March - 23 March File Revison ExerciseV1
File VECM Ex
File Empirical Project Guide
Folder Weekly Exercise 5
File Practical Class
31 March - 6 April File Local Proj Intro
File Application of Local Proj 1
File Application of Local Proj 2
File lp var primer1 - nice paper
Folder Python - Local Projections
File Excel file
7 April - 13 April File FactorSlides
File factor forecast
File Stock Watson HOM Vol2
File FAVAR Python
File statsmodels Principal Component Analysis
21 April - 27 April File Dynamic factor models
File Factors exercises
28 April - 4 May File GC slides
File Nonlinear Time Series Models
File markov switching slides v3
File Ferraresi et al-2015-Journal of Applied Econometrics-moodle
File threshold slides
File Markov Switching Unemployment
File Threshold Models Income Inequality
File Markov switching dynamic regression models
File Markov switching autoregression models
File Local Projections
5 May - 11 May File FAVAR Exercise
12 May - 18 May File Fin Econometrics Exam2022 Solutions
File Midterm 2020 solutions
File Midterm 2020
File Midterm Solutions 2017
File Midterm solutions 2018
File Revison Exercise
File Exam2024
19 May - 25 May File Final Grades