ECON 482 (Time Series Econometrics) - Fall 2007

Syllabus

Assignment #1

Assignment #2

Monthly data

Data description

Sims’ rfvar3

Solutions to assignment#2

Assignment#3

Monthly data

dlp and hours data

Solutions to assignment#3

Final exam

Data

Link to Chris Sims’ GENSYS

Kalman filter code

Model code

Solutions to final exam