Methods in Macroeconomic Dynamics
This set of lecture notes is the backbone of a class on formulation, computation, and estimation of Dynamic General Equilibrium models. The notes have been written jointly with Juan Rubio-Ramirez, at Duke University. This is work in progress and I will welcome comments!
- LectureNotes_11_inference.pdf
- LectureNotes_12_filtering.pdf
- LectureNotes_1_introduction.pdf
- LectureNotes_2_model.pdf
- LectureNotes_3_solving.pdf
- LectureNotes_4_bayesian.pdf
- LectureNotes_5_montecarlo.pdf
- LectureNotes_6_mcmc.pdf
- LectureNotes_7_MH.pdf
- LectureNotes_9_filtering.pdf
- LectureNotes_10_modelcomparison.pdf
[此贴子已经被作者于2009-2-4 9:40:51编辑过]