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Syllabus202425 2168 |
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3 February - 9 February |
World's Databases |
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Revision I |
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Revision II |
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Reading I |
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Reading II |
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Forecasting Nova |
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Exercise Time Series |
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Weekly Exercises 1 |
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MixedFrequency |
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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: - 00_Install_Anaconda.ipynb – Step-by-step instructions for setting up the Python environment using Anaconda.
- 01_Intro_Programming.ipynb – A beginner-friendly introduction to basic programming concepts in Python.
- 02_Introduction_to_Jupyter_Notebooks.ipynb – Guide on using Jupyter Notebooks for interactive coding.
- 03_datatypes_strings_numbers_and_variables.ipynb – Covers Python data types, variables, and operations on strings and numbers.
- 04_lists_tuples_and_sets.ipynb – Introduction to Python's key data structures: lists, tuples, and sets.
- 05_if_statements.ipynb – Explains conditional statements for decision-making in code.
- 06_while_loops_and_user_input.ipynb – Teaches while loops and handling user input in Python.
- 07_introduction_to_functions.ipynb – Basics of writing and using functions in Python.
- 08_some_more_functions.ipynb – Expands on advanced function concepts and usage.
- 09_classes_and_OOP.ipynb – Introduction to Object-Oriented Programming (OOP) in Python.
- 10_numpy_library.ipynb – Basics of NumPy for numerical computing and array operations.
- 11_matplotlib_library.ipynb – Introduction to Matplotlib for data visualization.
- 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. |
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10 February - 16 February |
maxlik v6 |
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ARCH |
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Macroeeconometrics MLE |
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Producer Price Index |
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Robert Engle Nobel Prize Lecture |
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Glossary ARCH |
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Volatility Examples |
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Macroeconomics and ARCH |
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Empirical Applications |
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Python Class |
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Groups |
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17 February - 23 February |
Volatility Examples solutions |
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Week 3 Exercises |
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Week 3 Exercises |
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24 February - 2 March |
VAR slides |
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VAR Primer Slides |
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stock watson jep2001vars |
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Macroeconometrics VAR |
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Weekly 4 |
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3 March - 9 March |
IRFs Estimation using Python |
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Macroeconometrics VAR exercises |
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10 March - 16 March |
VECM Example Python |
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VECM |
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17 March - 23 March |
Revison ExerciseV1 |
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VECM Ex |
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Empirical Project Guide |
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Weekly Exercise 5 |
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Practical Class |
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31 March - 6 April |
Local Proj Intro |
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Application of Local Proj 1 |
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Application of Local Proj 2 |
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lp var primer1 - nice paper |
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Python - Local Projections |
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Excel file |
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7 April - 13 April |
FactorSlides |
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factor forecast |
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Stock Watson HOM Vol2 |
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FAVAR Python |
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statsmodels Principal Component Analysis |
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21 April - 27 April |
Dynamic factor models |
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Factors exercises |
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28 April - 4 May |
GC slides |
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Nonlinear Time Series Models |
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markov switching slides v3 |
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Ferraresi et al-2015-Journal of Applied Econometrics-moodle |
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threshold slides |
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Markov Switching Unemployment |
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Threshold Models Income Inequality |
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Markov switching dynamic regression models |
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Markov switching autoregression models |
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Local Projections |
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5 May - 11 May |
FAVAR Exercise |
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12 May - 18 May |
Fin Econometrics Exam2022 Solutions |
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Midterm 2020 solutions |
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Midterm 2020 |
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Midterm Solutions 2017 |
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Midterm solutions 2018 |
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Revison Exercise |
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Exam2024 |
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19 May - 25 May |
Final Grades |
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