AEA Continuing Education 2023

Below please find links to the code used in the lectures for the AEA Continuing Education 2023 course on Techniques for Empirical Macroeconomics

Topic 2. State Space Models

• Calculating potential output

• Estimating a version of the Laubach-Williams model

• Data for LW using international data

Topic 3. Introduction to Local Projections

• Simple LP example

  • Data

• Panel data example

  • Data

• Gaussian Basis Function Example

Topic 5. LP Inference

• LPIV example

  • Data 1; Data 2

Topic 6. LP Extensions

• Counterfactual

• Kitagawa decomposition

  • Data

Note: these files are provided for illustration purposes. They have not been thoroughly checked for errors.