Matlab for Macroeconometrics (IDEA)

TA 1: Writing functions in Matlab: syntax, single output, multiple outputs, variable number of inputs, special commands for reading inputs (nargin, nargcheck, is* statements,...) .Slides: IDEA - Class I - TS

Sample codes: meanDEA.m ,statisticsIDEA.m , distribIDEA.m , distribIDEA2.m

Class exercise: CW1TS

Solutions: LagPolyInv.m

TA 2: Multidimensional arrays (MDAs) in Matlab: Generating tensor, some tensor operations, inverse of a matrix in the lag operator, companion form representation, tensors convolution.

Slides: IDEA - Class II - TS

Sample codes: MDAexample1.m ,MDAexample2.m

Class exercise: CW2TS

Solutions: ir.m , MatrixPolyMult.m

Problem set 3 solutions: Download the spreadsheet and the .m codes in the same folder.

Data: dataPS3.xls

Pdf: PS3solutions.pdf

Codes: PS3Solutions.m , varestimate.m , ir.m , bootstrap.m , grangerbiv.m , forecastVAR.m , MSEforecastVAR.m , IRplot.m , LRblocktest.m