Handout 1: Solving a Linear Approximation of the Real Business Cycle model with Fixed Labor Supply.
Handout 2: A General Method for the Linear Approximation to the Solution of DSGE Models
Handout 3: Introducing a Stochastic Trend in the RBC Model
Handout 4: Introducing a trend in the price of investment
Handout 5: Incorporating nominal rigidities in the RBC model
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Handout 6: Some basic time-series concepts
Handout 7: Some more time series concepts — invertibility of MA processes, tests for serial correlation, detrending, model selection
Handout 8: VARs and the recursive identification scheme
Handout 9: Some more identification schemes for VARs — direct solution of the identification matrix with ad hoc restriction, long-run restrictions, sign restrictions
Handout 10: Method of Moments
Handout 11: Maximum likelihood estimation of a DSGE model — the Kalman filter
Handout 12: Bayesian estimation of a DSGE model