Methods in Macroeconomic Dynamics

This set of lecture notes is the backbone of a class on formulation, computation, and estimation of Dynamic General Equilibrium models. The notes have been written jointly with Juan Rubio-Ramirez, at Duke University. This is work in progress and I will welcome comments!

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本附件包括：

• LectureNotes_11_inference.pdf
• LectureNotes_12_filtering.pdf
• LectureNotes_1_introduction.pdf
• LectureNotes_2_model.pdf
• LectureNotes_3_solving.pdf
• LectureNotes_4_bayesian.pdf
• LectureNotes_5_montecarlo.pdf
• LectureNotes_6_mcmc.pdf
• LectureNotes_7_MH.pdf
• LectureNotes_9_filtering.pdf
• LectureNotes_10_modelcomparison.pdf

[此贴子已经被作者于2009-2-4 9:40:51编辑过]