<p>you can download this book freely from the following </p><p><a href="http://www.igier.uni-bocconi.it/whos.php?vedi=1873&tbn=albero&id_doc=177">http://www.igier.uni-bocconi.it/whos.php?vedi=1873&tbn=albero&id_doc=177</a></p><p style="MARGIN-BOTTOM: 0cm;">This folder contains a draft of the chapters of my forthcoming book ''Methods for Applied Macroeconomic Research'', Princeton University Press.</p><p style="MARGIN-BOTTOM: 0cm;"><br/><i>The point of view of the book is the one of an applied macroeconomist/ econometrician who is interested in validating economic theories. Unavoidably, the modern treatment of such a topic requires a quantitative perspective and the development of both empirical and numerical methods. Empirical methods relate to econometric issues; numerical techniques are needed in the implementation of certain econometric estimators and in solving dynamic stochastic general equilibrium (DSGE) models. </i></p><p style="MARGIN-BOTTOM: 0cm;"><br/><i>Given this perspective, the books attempts to provide a collection of techniques coming from macroeconomic theory, time series analysis, numerical simulation methods, probability and stochastic processes that are needed in order to undertake frontier work in applied macroeconomics. The book is largely self-contained but it presumes a basic knowledge of modern macroeconomic theory (say, one or two quarters of a Ph.D. course in macro), of standard econometrics (say, a quarter of a Ph. D. course in econometrics) and assumes that the reader has or will acquire in the process some programming skills (e.g., RATS, Matlab/ Gauss). It  is thought for a second semester sequence of a first year econometric course (applied econometrics) and for a first semester, second year macroeconometric course (roughly, chapters 1)-5) and 7) in the first part, and the others for the second).</i></p><p style="MARGIN-BOTTOM: 0cm;"> A summary of the content is the front page below. </p><p style="MARGIN-BOTTOM: 0cm;"></p><p style="MARGIN-BOTTOM: 0cm;"><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/front.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Front page, index and list of figures and list of tables</a></p><p><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch1.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Chapter 1: Preliminaries</a></p><p>Chapter 2: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch2.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">DSGE Models: Solutions and Approximations</a><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch2.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;"></a></p><p>Chapter 3: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch3.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Extracting and Measuring Cyclical Information</a></p><p>Chapter 4: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch4.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">VAR Models</a><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch4.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;"></a></p><p><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch5.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Chapter 5: </a><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch5.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">GMM and Simulation Estimators</a></p><p>Chapter 6: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch6.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Likelihood Methods</a><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch6.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;"></a></p><p>Chapter 7: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch7.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Calibration</a></p><p>Chapter 8: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch8.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Dynamic Macro Panels</a></p><p>Chapter 9: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch9.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Introduction to Bayesian Methods</a></p><p>Chapter 10: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch10.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Bayesian VARs</a></p><p>Chapter 11: <a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch11.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Bayesian time series and DSGE models</a><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/ch11.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;"></a></p><p><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/appendix.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Appendix</a></p><p><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/references.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">References</a></p><p><a href="javascript:MM_openBrWindow('contaclick.php?nomefl=files/Fabio_Canova/documents/index.pdf','','width=50,height=50,resizable=yes,scrollbars=yes') ;">Index</a></p>