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Macro-econometrics - Hilary 2008

Lecturer: Jennifer Castle

M.Phil. Econometrics

Macro-econometrics:

Course Outline [4 Jan. 2008]

Lecture 1 Slides [10 Jan. 2008]
Lecture 2 Slides [10 Jan. 2008]
Lecture 3 Slides [20 Jan. 2008]
Lecture 4 Slides [20 Jan. 2008]
Lecture 5 Slides [25 Jan. 2008]
Lecture 6 Slides [25 Jan. 2008]
Lecture 7 Slides [4 Feb. 2008]
Lecture 8 Slides [4 Feb. 2008]


Exercises for week 1 [14 Jan. 2008]
Exercises for week 2 [20 Jan. 2008]
Data for week 2 [20 Jan. 2008]
Exercises for week 3 [31 Jan. 2008]
Exercises for week 4 [4 Feb. 2008]
Data for week 4 (DATA.zip) [4 Feb. 2008]

Notes on ARMA processes [25 Nov. 2009]
Notes on non-stationary univariate processes [31 Jan. 2008]
Notes on dynamic multivariate processes [4 Feb. 2008]


Datasets used in computer classes: Phillips.zip [15 Jan. 2008]
Dataset for week 5 computer class: DHSYextended.zip [13 Feb. 2008]
Further datasets: Ukm1.zip; UKINFL.zip; [15 Jan. 2008]

Lecture slides will be printed out for you and handed out in lectures.


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