So far I think we have agreed on the following topics
1) Introduction (empirical methods in macro)
3) VAR (focus on structural VARs and applications in macro)
4) Introduction to dynamic programming (Sargent and Ljungquist)
5) A Midterm
6) Student presentations after midterm – chose an article or a chapter from Sargent-Ljungquist (large chapter can be 2 students)
Midterm dates: NOTE MIDTERM POSTPONED two weeks (details to follow).
Brief note on Panel Data estimation for Macro (latest correction: Wed March 23)
Notes (from advanced undergrad course) on the Term Structure of Interest Rates (good to skim before you read Sargent-Ljungquist’s discussion)
Some notes on time series from previous time series courses I taught at Brown (slightly dated here and there).