Fabio Canova




Calibration and Structural Estimation of Macroeconometric Models - Autumn 2014

1. Outline

2. Lecture Notes
Solution Methods
Solving Models in Dynare
Calibration and Evaluation
GMM Estimation
SMM Estimation
ML notes
Bayesian DGSE notes
Topics in bayesian estimation
Notes from Schorfheide and Herbst

3. Programmes
Solution Programmes
Calibration Programmes
GMM Programmes
SMM Programmes
Bayesian posterior programs
ML programs

4. Homeworks
Homeworks 1-2-3

5. Additional readings