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Teaching
Lecture 1 and 2 : Filtering and RBC calibration
Lecture notes
Filtering and RBC calibration
Reading list
Agresti and Mojon
King and Rebelo
Baxter and King REStat
Lecture 3 : Towards DSGE models
Lecture notes
Toward the standard DSGE models
Reading list
CEE JPE 2005
Klenow and Malin, New Monetary Economics Handbook
Lecture 4 and 5: VAR estimation and identification
Lecture notes
VAR estimation and identification