Syllabus

• Syllabus

Slides

Empirical part of exam

Exams - previous years

• 2006
• 2007 Theory 2007 Empirical

Exam questions - examples

• Questions

September makeup exam results

• Results

Lab7

• Grading

Katarzyna Rosiak-Lada

• Contact: office hours are held on Mondays 16.15 to 17.15, room 303.
• E-mail: klada@wne.uw.edu.pl.
• Class materials: http://coin.wne.uw.edu.pl/krosiak/macro.html

Piotr Wójcik

• Contact: office hours are held on Thursdays 16.45 to 17.45, room 5.
• E-mail: pwojcik@wne.uw.edu.pl.

• Data sources:
  • NBER datasets: http://www.nber.org/data/ (you can find literarily everything there, however, US mostly)
  • World Trade Data
    • World Trade Data (John F. Helliwell) - http://www.econ.ubc.ca/helliwell/restrict/datasets/wtdata/wtdata.htm
    • Andrew K. Rose - http://faculty.haas.berkeley.edu/arose/RecRes.htm (his research datasets)
  • Data for international comparisons
    • Penn World Tables - http://pwt.econ.upenn.edu/ (the most popular dataset)
    • Centre for International Development, Harvard - http://www.cid.harvard.edu/ciddata/ciddata.html (datasets for research by Jeffrey Sachs, Robert Feenstra and Andrew Warner)
    • Barro-Lee dataset (1993) - http://www.nber.org/pub/barro.lee/ZIP/ (the very basis for inquiring endogenous growth theories, the whole Xavier Sala-i-Martin textbook is based on this dataset, includes human capital, financial sector development etc.)
    • Barro-Lee dataset (2000) - http://web.korea.ac.kr/~jwlee/ (research on education)
    • Sachs-Warner dataset (1995) - http://www.bris.ac.uk/Depts/Economics/Growth/sachs.htm
    • International Comparisons of Output and Productivity Industrial Database - http://www.ggdc.net/icop.html (for researching productivity and econmic growth)

• Downloads
  • Panel data
    • Paper by Paul de Grauwe and Magda Polan (2001)
    • Paper by John Shea (1995) - poorer quality, a better one is available from JSTOR (works only from Faculty computers)
    • Paper by Jeffrey Frankel and Andrew K. Rose (2002) - a 2MB file
      • Trade regression dataset: http://faculty.haas.berkeley.edu/arose/frbilat.ZIP
      • Output regression dataset: http://faculty.haas.berkeley.edu/arose/erpanel.ZIP
    • Paper by Robert Mankiw, David Romer and David Weil (1992) - poorer quality, a better one is available from JSTOR (works only from Faculty computers)
  • Simultaneous-equations models
    • Christopher A. Sims (1980) - Macroeconomics and Reality
    • Christopher A. Sims (1996) - Macroeconomics and Methodology
    • Paper by V. Pandit (2001) - Structural Modelling
  • Structural vector autoregressive models
    • Christopher A. Sims (????) - Basic intuition about SVARs - this is not a text, just a couple of paragrahps on the intuition behind SVAR method. This is for you, to take you at ease with the subject. Please, do not write comments on that.
    • Jan Babetski (1996) - Macroeconomics and Methodology
    • Hongmei Zhao (????) - Measuring the NAIRU - An Structural VAR Approach
    • Blanchard and Quah semminal paper and their reply to some criticism.
    • STATA's introduction to SVAR (http://www.stata-press.com/manuals/var_intro.pdf)
  • Calibration
    • A very nice paper by a friend of mine with interestingly good results.
• Where to start from?
  • A paper by Francisco Rodriguez and Dani Rodrik: Trade Policy and Economic Growth: A Skeptic's Guide to Cross-National Evidence. In the appendices you will find a perfect list of data sources, an extraordinary paper btw, though rather long. (http://www.nber.org/papers/w7081 or here).

• Last academic year's (2005/2006) class notes
  • Panel data
    • Data set
    • STATA instructions - JT. Unfortunately, my PPT files are too big to be put here, in exchange you get the comand lines and additional notes.
  • Structural modelling
    • Data set
    • STATA instructions - JT. PPT slides with comments
    • Presentation by a group 2005.
    • Presentation by a group 2006.
  • Distributed lags
    • STATA instructions - JT. PPT slides with comments
    • Presentation by a group 2006.
  • Vector Auto-regressive and error correction models
    • Data set
    • STATA instructions - JT. PPT slides with comments
    • Presentation by a group 2006.
  • Structural VAR
    • Data set
    • STATA instructions - JT. PPT slides with comments
    • Presentation by a group 2005.
    • Presentation by a group 2006.
  • Calibration
    • PPT slides with comments.

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