Course materials for Applied Macroeconometrics

--Economics 82400-- Room C415 A and B

Syllabus (Updated Sept. 2007)


1.Lag operators and stability conditions

2.Stationary time series models

Eviews Workfiles: , LKEdata.wk

Programs: whitenoise.prg , arma.prg

Lecture notes: Stationary Time Series (updated Sept.2007)

Homework 1, Data: HW1DataEnders.xls or (updated Sept. 2008)

3.Trends and nonstationary time series models

Eviews Workfiles: ,

Programs: trend.prg , BN.prg

Lecture notes: Models with Trends and Nonstationary TS (October 2007)

Homework 2 (Due Sept. 26, 2008)

Homework 3: Referee Report (Due Oct. 10, 2008)

4. Multivariate models

Eviews Workfiles (Favero): ,,

Programs: dummies.prg

Lecture notes:

1. Stability Analysis in VAR systems (November, 2007)

2. Cointegration and ECM (October, 2007)

3.VECM: Johansen FIML Approach (December 2007)

4.VAR (November,2007)

5. SVAR (December, 2007)


Announcements (Oct.3, 2008)


Midterm 2007

Guidelines for final exam