Dauphine
Macroeconometrics - Dauphine - Fall 2023
Stationary ARMA processes
Estimation, validation, and forecasting
Non-stationary stochastic processes
Cointegration and Error-correction models
Vector Autoregressions
Structural Vector Autoregressions
Problem Set 1
Problem Set 2
Problem Set 3
Problem Set 4
Problem Set 5
Problem Set 6
Problem Set 7
Problem Set 8
Solutions Problem Set 1
Solutions Problem Set 2
Solutions Problem Set 3
Solutions Problem Set 4
Solutions Problem Set 5
Solutions Problem Set 6
Solutions Problem Set 7
Solutions Problem Set 8