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2168-Macroeconometrics-2425_S2
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Courses
2024/25-Masters
2Sem
2168-2425_S2
10 February - 16 February
Macroeconomics and ARCH
Macroeconomics and ARCH
Click
https://econweb.ucsd.edu/~jhamilto/JHamilton_Engle.pdf
link to open resource.
◄ Volatility Examples
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Announcements
Syllabus202425 2168
World's Databases
Revision I
Revision II
Reading I
Reading II
Forecasting Nova
Exercise Time Series
Weekly Exercises 1
MixedFrequency
Intro to Python Course
maxlik v6
ARCH
Macroeeconometrics MLE
Producer Price Index
Robert Engle Nobel Prize Lecture
Glossary ARCH
Volatility Examples
Empirical Applications
Python Class
Groups
Volatility Examples solutions
Week 3 Exercises
Week 3 Exercises
VAR slides
VAR Primer Slides
stock watson jep2001vars
Macroeconometrics VAR
Weekly 4
IRFs Estimation using Python
Macroeconometrics VAR exercises
VECM Example Python
VECM
Revison ExerciseV1
VECM Ex
Empirical Project Guide
Weekly Exercise 5
Practical Class
Local Proj Intro
Application of Local Proj 1
Application of Local Proj 2
lp var primer1 - nice paper
Python - Local Projections
Excel file
FactorSlides
factor forecast
Stock Watson HOM Vol2
FAVAR Python
statsmodels Principal Component Analysis
Dynamic factor models
Factors exercises
GC slides
Nonlinear Time Series Models
markov switching slides v3
Ferraresi et al-2015-Journal of Applied Econometrics-moodle
threshold slides
Markov Switching Unemployment
Threshold Models Income Inequality
Markov switching dynamic regression models
Markov switching autoregression models
Local Projections
FAVAR Exercise
Fin Econometrics Exam2022 Solutions
Midterm 2020 solutions
Midterm 2020
Midterm Solutions 2017
Midterm solutions 2018
Revison Exercise
Exam2024
Final Assignment
Final Grades
Empirical Applications ►
2168-2425_S2
Macroeconometrics
3 February - 9 February
10 February - 16 February
17 February - 23 February
24 February - 2 March
3 March - 9 March
10 March - 16 March
17 March - 23 March
31 March - 6 April
7 April - 13 April
21 April - 27 April
28 April - 4 May
5 May - 11 May
12 May - 18 May
19 May - 25 May
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