ECON 482 (Time Series Econometrics) - Fall 2005

Syllabus

Assignment 1

Assignment 2

Monthly data

Quarterly data

Data description

Sims’ VAR tools

Solutions for assignment 2

Assignment 3

Monthly data

dlp and hours data

Solutions for assignment 3

Assignment 4

Data PS4

KF code

KF code with constants

Link to Chris Sims’ GENSYS

Solutions for assignment 4

Final Exam

Solutions for final exam