Teaching

• Energy Economics/Modélisation marchés énergétiques, IFM, DENSYS Master + M Energie, part1, part2, part3, part4, part5

• Economie des ressources naturelles, part1 part2, part3_1, part3_2, part4

• Introduction à l'économetrie, L3 Eco L3 Eco/Droit: chap0, chap1 linéaire_multiple inference_simple, écart_modèle_lin (hétéroscédasticité, autocorrélation etc...), exemple-excel exemple-gretl

• Dynamic and Financial Macroeconomics for Global Economy, M2 IFM, CGE structure CGE_cigarette_tax, application1 , SUEWING , Devarajan97 Covid19UK McKibin Green  application2 Mascotte, OFCE , Model1 Model2 Model3

exampleGAMS

exampleGAMS7

Lecture1

Lecture2

RBC example

NK

NK_habit

application3

correction_appli3

• Financial Econometrics, M2 IFM: Forex,

quarterly

var_Forex

tbill_cointegration_exercicse

stock1 stock2 code

papier_applied

Triacca_paper, causality_quant, causality_quant2

Causality_climate

exercise_Forex_causality

TY

coffee

richesse, effetrichesse nelsonplosser, np.wf1

https://github.com/hannes101/LeeStrazicichUnitRoot

breaks_tests

GBPEUR_switching, 1992-93, eurodollar

STRdatawheat STRForex

cointegSTR article

intel

dollar

data_returnsM3

Lecture 3.1 Lecture 3.2

Lecture4

Forex1 Forex2

dataARCH1, dataARCH2, Rcode

Liste_sujets; sujet1article, sujet2article, sujet3article, sujet4article

Ressources disponibles supplémentaires:

tests de racine unitaire en panel, panel_energy, panel_ERE_renewables, cointegration en panel_hurlin/mignon, exo_vecm, renewables, ex_tax, damette_parent, article_renewables, article2_renewables, dates_projet_1929, richesse, exo_richesse

PIB exorus, datacointeg, data_VAR

sales, fiche, sugarcane

• Research project, M2 IFM:

guide

article_noisetraders aliber

md

• Energy markets, M1 IFM

• Défis économiques du XXIème siècle: séance1, article, séance2