Description:
The course provides participants with a broad overview of the methods used in empirical macroeconomics. This includes both time series methods and numerical methods for solving DSGE models, alternating between lectures and practical exercises using MATLAB or R. Applications and examples cover various topics in environmental macroeconomics (e.g., emissions and GDP dynamics).
Contents:
- Univariate time-series methods (AR, MA)
- Multivariate time-series methods (VAR, SVAR)
- Perturbation methods
- Numerical solution of DSGE models
- Calibration of DSGE models
- Estimation of DSGE models
Literature:
References and recommendations for further reading will be given during the course
Software: You should have a computer with MATLAB and R installed on it. MATLAB is available for UP students via a headcount license. See https://www.uni-potsdam.de/de/zim/angebote-loesungen/software-campuslizenzen/matlab for details regarding download and installation.
- Kursleiter*in: Ulrich Leonard Eydam