ECON 482 (Time Series Econometrics) - Fall 2006

Syllabus

Assignment #1

Assignment #2

Monthly data

Data description

Sims’ VAR tools

Solutions to Assignment #2

Assignment #3

Monthly data

dlp and hours data

Solutions to 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