Exercises, links to additional notes, announcements about the course, etc. will appear here.

Notes on Bayes basics.

Data sets for the exercise, in .RData and .txt forms, are here

Exercise on Bayesian Basics

Notes: ARMA models

Notes: Wold decomposition

Exercise due Thursday 10/14

Code and data directories

Answer for the exercise

Notes on model comparison

Posterior odds exercise, due Tuesday 10/25

Notes on Granger Causal Priority

Notes on the Kalman filter

Notes on error bands for impulse responses

Link to Sims/Zha error bands paper.

Notes on structural VAR's

Takehome final exam

Answer for problem 1 on the general exam