| S c r i p t s |

Consumption and Portfolio Choice Model I
This short script (April 01, 7 pages) presents an optimization exercise faced by an agent who allocates her savings between investment in a portfolio and consumption. There are two assets, riskless and risky. The model uses discrete time
Scripts
746KB 701KB 39KB


VAR and SVAR I: Some Equations
This script (January 01, 10 pages) reviews some basic equations concerning VAR and SVAR, its identification, its dynamics the impulse-response functions and variance decomposition. The following VAR(1) is used as illustration
Script
1009KB 944KB 46KB


VAR and SVAR II: Some Equations
This script (January 01, 3 pages) reviews some basic equations concerning VAR impulse-response functions. The following VAR(2) is used as illustration
Scripts
354KB 368KB 34KB


VAR and SVAR III: Some Equations
This script (January 01, 3 pages) reviews some basic equations concerning VAR estimation and impulse-response functions with constant and time trend. The following VAR(2) is used as illustration
Scripts
347KB 361KB 34KB


BibTex
This database (September 00) is a literature database about macroeconomics in general (focus on empirical monetary economics, national accounting, interpolation, econometrics, economic history). The readme file gives the acronyms for a proper use of the database. Bib file best runs with WinBibDB. 525 references
File Bib and Readme
64KB 2KB
Files Content
3119KB 4367KB 73KB


Introduction to Statistics and Linear Regression: An Outline
This script (Fall 00, 21 pages) reviews basic concepts in statistics and econometrics. Further explanations and proofs can be found in the reference given at the end of this text. This refresher is complemented by a numerical example (Fall 98, 11 pages) in monetary economics in a separate manuscript. This script serves as an introduction for Central Bankers Courses
Scripts
2291KB 2483KB 58KB
Examples
626KB 720KB 41KB


International Parities
This short script (Fall 00, 5 pages) reviews basic calculation of international parities. Focus on differences between exact parities and approximations. There are no empirical examples
Scripts
491KB 459KB 37KB


Rational Expectations Models I
This short script (Spring 99, 13 pages) presents a few rational expectations models and their solutions. All in discrete time
Script
177KB


Dynamic Programming I
This short script (January 01, 14 pages) reviews the basic optimal growth model solutions with and without dynamic programming in discrete time for nonstochastic and stochastic cases. We use the same simple textbook model for all cases in order to allow for comparisons
Scripts
1178KB 1011KB 47KB