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4th NIPE Summer SchoolQuantitative Methods in Macroeconomics and Policy Analysis by Ellen McGrattan July 2-4, 2007 |
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course description |
Schedule: Lectures: 9:30-12:30 [Coffee break: 11:00-11:30] Computer practice: 14:00-16:00 [Coffee break: 16:00] Course outline A. Background 1. Programming in Fortran and Matlab 2. Basic numerical analysis B. Methods for computing equilibria in near-linear economies 1. Undetermined coefficients 2. Mapping to a standard LQ problem 3. A variant of Vaughan's method C. Methods for estimating and evaluating theories 1. Maximum likelihood estimation 2. Structural vector autoregressions 3. Business cycle accounting The syllabus, including detailed references, can be downloaded here. |
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