Macroeconometrics

This repository contains some notes on econometrics

Table of contents

Introduction

Econometrics materials that are available on the web. See also #EconTwitter, Giuseppe Cavaliere's website and Christine Cai Public Goods

Econometrics:

-Edward Rubin and in particular

-Econometrics with R Sciences Po

-Principles of econometrics with R

-Using R for introductory econometrics

-Introduction to econometrics with R and PDF

-Prediction and machine learning in econometrics

-A Very Short Course on Time Series Analysis

Time series econometrics

Macroeconometrics:

Structural macroeconometrics: Luca Fanelli's slides
VAR and SVAR estimation (with MatLab): Dario Caldara's website
Ambrogio Cesa Bianchi: A primer on vector autoregression slides, VAR toolbox and replication of VAR and DSGE models. See also GVAR
Òscar Jordà and Karel Mertens Techniques of Empirical Macroeconomics: Part 1, Part 2: state space, Part 3: local projection, Part 4, Part 5a, Part 5b, Part 6, Part 7, Code and webcasts
Jesús Fernández-Villaverde:Courses on Computation: computional methods for economist, machine learning for macroeconomics,
Kevin Kotze's course (with R files, including univariate time series): Time Series analysis
Hedibert Freitas Lopes:Time Series, in particular bayesian with R applications (complete course; see teaching material)
Gary Koop: Bayesian methods for empirical macroeconomics, lecture slide on bayesian econometrics (including VAR)
Andrew Blake and Haroon Mumtaz:Applied bayesian econometrics for central bankers
Bent Sorensen:

Macroeconomics:

Jesús Fernández-Villaverde:Courses on Macroeconomics
Francois Geerolf (UCLA):Intermediate Macroeconomics
Pascal Michaillat:Intermediate Macroeconomics and Mathematics for Macroeconomics
Ambrogio Cesa Bianchi: Methods in macroeconomic dynamics
Alessandro Bramucci:Introduction to Macroeconomics: Pluralist and Interactive
Johannes Pfeifer:Dynare
Florin O. Bilbiie: HANK made easy
Macroeconomics shocks and their propagation

Python:

-Python quick reference

-Introduction course by Kevin Sheppard, MATLAB

-Econometrics and statitics (including bayesian statistics) with Python

-Coding for economist

-Statitics and machine learning in Python

-Python for data science

R:

-Github and Rstudio

-Data science for economists

-R for data science

-Learning statistics with R, online book

-Statistical learning

-Causal inference in R

-Causal inference

Statitics

-Applied empirical methods

-Introduction to causal inference

-Applied Time Series Analysis for Fisheries and Environmental Sciences