Bayesian Econometrics, Estimation of DSGE and Optimization Models

Lawrence Christiano: Solution and stochastic simulation of dynamic models with Matlab Dynare, Lecture notes in Advanced Macroeconomics and in Bayesian Inference for DSGE models 

Mark GertlerLecture notes in Macroeconomic TheoryReal Business Cycles, and the Baseline New Keynesian Model 

Òscar Jordà: Estimation and inference of impulse responses by Local Projections with codes in R and in Stata

Dimitris Korobilis: Matlab Econometric codes for estimation of Bayesian Vector Autoregressions, Lecture notes in Macroeconometrics with Bayesian Methods

Pamela Jakiela: Stata Empirical exercises 

Valerie RameyEstimation of fiscal spending multipliers when interest rates are near the zero lower bound with Local Projection method in Matlab

 

Ivan Werning: Lectures in Macroeconomic Theory and in Dynamic Optimization

Ambrogio Cesa-Bianchi: Matlab codes to run Vector Autoregressive (VAR) analysis 

Jonathan Ingersoll: Well-known from the Cox-Ingersoll-Ross interest rate and bond-pricing model (1985 Econometrica), he is writing a new (freely available) PhD level textbook on "Financial Models and Theories" a must-read for asset-pricing research.  

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