4th NIPE Summer School

Quantitative Methods in Macroeconomics and Policy Analysis

by Ellen McGrattan

July 2-4, 2007



    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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