Topic 3: Estimating and evaluating DSGE models without filtering to recover states

In this topic we look at calibration, the wedge accounting approach, and GMM/SMM estimation.

Topic 2: SVARs & identification, and advanced time series (continuous time processes and the frequency domain)

In this topic we go over SVARs and identification, and introduce continuous time stochastic processes and the frequency domain.

Topic 1: Introduction to time series econometrics and VARs

In this topic we refresh your memory of the basics of time series econometrics and VARs.