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

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