Eco 341, Notes

I will post notes for the class here:

Introduction

Stochastic Processes

Linear Algebra

An Example and a Refresher on Stata

Trends and Unit Roots

Unit Roots Example

Autoregressions (example ends in 2015, we will use the last two years to test out of sample fit)

Vector Autoregressions

VAR Example

Forecasting with a Policy Change

Below this point, notes have not been updated from the Fall 2015 semester. I will make updates before we reach each topic during the semester.

Panel Data Models

Panel data Example (JDE)

Panel VARs and Local Projections