Jekyll2026-09-09T17:57:01+02:00https://www.tholden.org/feed.xmlDr Tom Dumitru HoldenPersonal website of Dr Tom D. Holden, researcher and macroeconomist in the Deutsche Bundesbank's research department.Dr Tom Dumitru HoldenCoursework2018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/courseworkExercises:

PhD Macro 2 2018 Coursework]]>Dr Tom Dumitru HoldenPre-course exercises2018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/pre-course-exercisesExercises:

PhD Macro 2 Topic 0 Questions]]>Dr Tom Dumitru HoldenTopic 1: Introduction to time series econometrics and VARs2018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/topic-1-introduction-to-time-series-econometrics-and-varsSlides:

PhD Macro 2 2018 Topic 1

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PhD Macro 2 Topic 1 Questions]]>Dr Tom Dumitru HoldenTopic 2: SVARs and identification + Intro to continuous time stochastic processes2018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/topic-2-svars-and-identification-intro-to-continuous-time-stochastic-processesSlides:

PhD Macro 2 2018 Topic 2

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PhD Macro 2 Topic 2 Questions]]>Dr Tom Dumitru HoldenTopic 3: The frequency domain2018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/topic-3-the-frequency-domainSlides:

PhD Macro 2 2018 Topic 3

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PhD Macro 2 Topic 3 Questions]]>Dr Tom Dumitru HoldenTopic 4: Estimating and evaluating DSGE models without filtering to recover states2018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/topic-4-estimating-and-evaluating-dsge-models-without-filtering-to-recover-statesSlides:

PhD Macro 2 2018 Topic 4

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PhD Macro 2 Topic 4 Questions]]>Dr Tom Dumitru HoldenTopic 5: Estimating DSGE models via filtering to recover states: Part 12018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/topic-5-estimating-dsge-models-via-filtering-to-recover-states-part-1Slides:

PhD Macro 2 2018 Topic 5

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PhD Macro 2 Topic 5 Questions]]>Dr Tom Dumitru HoldenTopic 6: Numerical integration + Estimating DSGE models via filtering to recover states: Part 22018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/topic-6-numerical-integration-estimating-dsge-models-via-filtering-to-recover-states-part-2Slides:

PhD Macro 2 2018 Topic 6

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PhD Macro 2 Topic 6 Questions]]>Dr Tom Dumitru HoldenTopic 7: Continuous time optimal control2018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/topic-7-continuous-time-optimal-controlSlides:

PhD Macro 2 2018 Topic 7

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PhD Macro 2 Topic 7 Questions]]>Dr Tom Dumitru HoldenTopic 8: Endogenous growth theory2018-05-29T00:00:00+02:002018-05-29T00:00:00+02:00https://www.tholden.org/phd%20macroeconomics%202/topic-8-endogenous-growth-theorySlides:

PhD Macro 2 2018 Topic 8

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PhD Macro 2 Topic 8 Questions]]>Dr Tom Dumitru Holden