180.608 -- Macroeconometrics II:

This course will cover a range of topics in time series econometrics and empirical macroeconomics and finance that arise in current research. This course should be taken by people with an interest in either empirical macro or empirical finance and is likely to be helpful to a graduate student with time-series empirical interests, especially in searching for a dissertation topic.

Syllabus (PDF Copy)

Lecture Notes

Handout on Chow-Lin Interpolation (PDF Copy)
Lecture Note 1(PDF Copy)
Lecture Note 2(PDF Copy)
Lecture Note 3(PDF Copy)
Lecture Note 4(PDF Copy)
Handout on Filtering(PDF Copy)
Lecture Note 5(PDF Copy)

Problem Sets

Problem Set 1
Accompanying Dataset
Problem Set 2
Accompanying Dataset
Problem Set 3
Accompanying Dataset
Problem Set 4
Accompanying Dataset