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Notes in Macroeconometrics
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Introduction to VAR modelling and Analysis.
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related published papers available online:
-
Leeper,
E. Sims, C and Zha, T, (1996) , "What Does Monetary Policy
Do?", The Brookings Institution.
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Leeper,
E. Zha, T, (2001), "Empirical Analysis of Policy
Intervention", Federal Reserve Bank of San Francisco working
paper.
-
Jacobs.
, Wallis (2002), " Comparing SVAR and SEMs: More Shocking
Stories",
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Macroeconomic Forecasting Forthcoming
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�
Modelling the Long Run Applying the Cointegration Methodology.
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related published papers available online:
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Garrat.
A, Lee. K, Pesaran. M.H , Shin. Y (2003), " A
Long Run structural Macroeconometric Model of the UK Economy", Economic
Journal, 113,
412-455.
available online from the website of Department of Applied Economics
working papers ,University of Cambridge.
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Ogaki.
M, Kyungho. J and Hyoung-Seok. L , (2003), " Structural
Macroeconometrics", INHA University,
�
Modelling Structural BreaksForthcoming
�
Introductory Text to Non-linear Macroeconometrics
Forthcoming
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Notes in International Macroeconomics and
Finance
�
Introductory Concepts in International Macroeconomics and Finance
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A Chapter on the Purchasing Power Parity: Theory & Evidence. Forthcoming
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Exchange Rate Policy for a Small Open Economy.
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Macroeconomic Interdependence and Transmissions Mechanisms
Forthcoming
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Software and Book Reviews
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A Guide for using STATA 8.0 Forthcoming
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Microfit. Forthcoming
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Gauss.
Forthcoming
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Software list from University of Connecticut [click
here]
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Enders, "Applied Time Series
Econometrics" Forthcoming
[Data Sets] [Corrections of the 2nd edition]
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Carlo Favero, "Applied Macroeconometrics"
Forthcoming
[Data Sets of the Book]
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Gary Koop, "Analysis of Economic Data"
Forthcoming
[Data Sets]
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Programmed Spreadsheets
�
Portfolio Builder 1.1�
Download portfolio_builder_v1.1.xls
Open Help File:Help.pdf (in new window)
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GiniCreator: Gini Index and Lorenz Curves
Download GiniCreator.xls
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Slide Show
Presentations
�
Teaching Presentations
�
Korean Macroeconometric Modelling Presentation.
"Integration
with the Global Economy: A Structural Macroeconometric Modelling of
Korea" Download Korean Modelling Slideshow
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quick Presentations in International Finance
The J Curve
Run J-Curve slideshow
Dornbusch Model Slideshow
Run Overshooting Presentation
�
Link to: Macroeconomic Policies Presentation @ Biz/ed
[click
here]
�
Link to: Other Presentations @ Biz/ed
[click
here]
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Data Sources on the Web
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World Bank: [Data Home], [Quick
Reference Tables]
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Global Development Network Growth Database (World Bank)
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Data @ International Monetary Fund IMF
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International Financial
Statistics (subscription required) (see ESDS)
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World
Economic Outlook Database: [Home],
[Survey],
[Data].
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External
Debt Database. (joint with OECD) [click
here]
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Primary
Commodity Prices. (available in pdf) [click
here]
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Data @ Bank for International
Settlements BIS
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Economic & Social Data Services (ESDS): subscription
required, provides access to:
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International Financial
Statistics (IFS).
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Direction
of Trade Statistics (DOTS).
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World
Development Indicators (WDI) & Global Development Finance (GDF).
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Econmagic: time series, macroeconomic and stock market data. (mainly
US) [click
here] [xls]
�
Penn World Tables (available in html, SAS and csv formats) [PWT
Home] [click
here]
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OECD: Main Economic Indicators [click
here]
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US Gov Printing Office [click
here] ..... (US only)
�
Economic Report of the President (Spreadsheet tables in
xls) [click
here] ...... (US only)
�
Office of National Statistics [click
here] ......
(UK only)
�
WIDER Income Inequality Database (available in access and
xls formats) [click
here]
�
Energy Information Association (EIA) [Home]
, petroleum data in [click
here]
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Other Data Sources from the Econometric Journal [click
here]
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Macroeconomic Models
�
models of the International Monetary fund (IMF)
� John
Taylor Multi-Country Model
programme and data available @ Taylor's Book webpage 'Macroeconomic
Policy in a World Economy'
� GMM model of Oxford Economic Forecasting (OEF)[Global Macroeconomic Model].
� Other
Global Models [click here].
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Related Pages
�
Nouriel Roubini Global Macroeconomic and Financial Policy Site [click
here]
An
Excellent site providing on-line working papers and the latest writings of
Roubini and Setster, Global economic policy news, reports with regional focus,
various economics blogs, Geo strategic issues and much more. a site that offers
Daily digest, In-Depth coverage and special features.
�
New Open Macroeconomics Homepage [click
here]
maintained
by Brian
Doyle, an Economist at the division of International Finance/Federal
reserve
provides
a nice list of research papers and contacts of leading economists in the
field.
�
Quantitative Macroeconomics and Real Business Cycle Home Page [click
here]
QM&RBC
is a site maintained by Christian
Zimmerman and is dedicated to dynamic general equilibrium theory
�
Andrew Rose Research Page [click
here]
Includes details on Andrew
Rose research in International Economics, providing full text of some
published work, working papers and some Data used by Rose is also provided in
.dta format.
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Other Links
How to Publish in Top Journals
by Kwan Choi, Editor of the Review of International Economics
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