Empirical Macroeconomics

Author: Wouter den Haan

These materials cover key techniques in Empirical Macroeconomics. These include Filtering and the Frequency Domain, VARs, the Kalman filter, GMM, business cycle statistics, Bayesian techniques and time-varying VARs.

  • Slides on bayesian estimation
  • Slides on filtering and frequency domain filters
  • Slides on GMM and HAC estimators
  • Slides on VARs
  • Slides on time varying VARs