ECON 2713 - Structural Macroeconometrics

Textbook web site:

Structural Macroeconometrics Web Site

Lecture Notes

Introduction

Example Environments

GAUSS Tutorial

Linear Approximation

RBC Exercise

GAUSS Code for RBC Exercise

Perturbation Methods

Projection Methods

Non-Linear Approximation of the One-Tree Model

GAUSS Code for One-Tree Exercise

Data Alignment

State Space Representations

Data Alignment Part II

Efficient Importance Sampling

EIS Example Code

The Particle Filter

The EIS Filter