Lima, Feb 2020

Syllabus

Lecture slides

1. Introducing SVARs
2. Introducing identification
3. IRFs, stationarity, normalizations
4. Identification via timing restrictions
5. Identification via external instruments
6. Introducing sign restrictions
7. Bayesian econometrics
8. Identification via sign restrictions

Matlab codes

Teaching evaluations.... Thanks! :)

1. here and here