COMESA Monetary Institute (CMI)
Day 1
- Ole Rummel – 2 Feb Cointegration and error correction
- Ole Rummel – 2 Feb Exercise on cointegration and error correction
- Ole Rummel – 2 Feb Unit roots
Day 2
- Excercise_SVAR
- Excercise1_SVAR_solution
- Exercise_SVAR_extra
- Lecture1_VAR_2015feb_Uganda_handouts
- Lecture1_VAR_2015feb_Uganda_slides
- Lecture2_SVAR_2015feb_Uganda_handouts
- Lecture2_SVAR_2015feb_Uganda_slides Stock_Watson_Ecta_1993
Day 3
- Excercise_GARCH
- Excercise_GARCH_solution
- Ole Rummel – 4 Feb State-space models and the KF Exercise
- Ole Rummel – 4 Feb State-space models presentation
Day 4
- imf_wp10183
- Ole Rummel – 5 Feb Estimating a monetary policy model for India
- Ole Rummel – 5 Feb Subset VAR, SVAR and VECM modelling
- Ole Rummel – 5 Feb The generalised method of moments
Day 5
- Ole Rummel – 6 Feb Exercise on FAVARs
- Ole Rummel – 6 Feb Factor-augmented VARs (FAVARs)
- Ole Rummel – 6 Feb Generating a model-based forecast
- Ole Rummel – 6 Feb STIF exercise on UAE data – part I
- Ole Rummel – 6 Feb STIF exercise on UAE data – part II
- Ole Rummel – 6 Feb The short-term inflation forecast (STIF)
Exercises
- Supplementary material on stationarity_1
- Supplementary material on stationarity
- Day 5
- Day 4_a
- Day 3_b
- Day 3_a
- CMI_Exercise_1
