Economics
ECON 221B Advanced Methods in Macroeconomics II
Covers major issues in business-cycle macroeconomics, focusing on structural vector auto-regressions (VARs); solution and estimation of dynamic stochastic general equilibrium (DSGE) models; and solution and estimation of other models—including with slack and unemployment. Topics include: recursive identification; long-run restrictions; sign restrictions; Bayesian estimation; model comparisons; non-linear solution methods; particle filters; and other advanced topics related to business-cycle macroeconomics.