Macroeconometrics
Syllabus
Slides
Empirical part of exam
Exams - previous years
Exam questions - examples
September makeup exam results
Lab7
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.
- Panel data
- 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.
- Panel data
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