Macroeconometrics - Dauphine - Fall 2024
Stationary ARMA processes
Estimation, validation, and forecasting
Non-stationary stochastic processes
Cointegration and Error-correction models
Vector Autoregressions
Structural Vector Autoregressions
Outline & Schedule
Lecture 1
Lecture 2
Lecture 3
Lecture 4
Lecture 5
Lecture 6
Matlab Session
Problem Set 1
Problem Set 2
Problem Set 3
Problem Set 4
Problem Set 5
Problem Set 6
Problem Set 7
Matlab files
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