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Class Page for Econ 722, Spring 2007
Handouts
Here is a very useful handout that prof. Michael Jansson at U.C. Berkeley did for his class. He gave me permission to distribute. We will follow his notes for topic 3 of the syllabus. Handout
List of Working Papers for the referee report
- John Fernald, "Trend Breaks, Long Run Restrictions and the Contractionary Effects of Technology Shocks"
- Roberto Rigobon ,"Identification Through Heteroskedasticity ", Review of Economics and Statistics , 2003, vol. 85; paper.
- Chris Otrok,M. Ayhan Kose and Charles H. Whiteman, "Understanding the Evolution of International Business Cycles"; paper.
- John Luke Gallup and Jeffrey D. Sachs, "Geography and Economic Development", Harvard Center for International Development Paper No. 39, 1999; paper
- Eric Zivot and George Sakoulis, "Time Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis"; paper.
- Oscar Jorda ,"Estimation and Inference of Impulse Responses by Local Projections"; paper.
- Barbara Rossi, "Optimal Tests for Nested Model Selection with underlying Parameter Instability"; paper.
- Mark Watson and Jim Stock, "Understanding Changes in International Business Cycle Dynamics"; paper.
- Piotr Eliasz"Optimal Median Unbiased Estimation of Coefficients on Highly Persistent Regressors"; paper.
- Oscar Jorda and Kevin Hoover,"Measuring Systematic Monetary Policy"; paper.
- Bernanke, Gertler and Watson (1997),"Systematic Monetary Policy and the Effects of Oil Price Shocks"; paper.
- Roberto Rigobon and Brian Sack, "Spillovers Across U.S. Financial Markets";paper.
- Jordi Gali,D. López Salido and J. Vallés(2003), "Technology Shocks and Monetary Policy: Assessing the Fed's Performance", Journal of Monetary Economics , vol 50, 723-743, 2003; paper.
- Barbara Rossi,"Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle"; paper.
- Mark Watson and Jim Stock,"Has the Business Cycle Changed? Evidence and Explanations"; paper.
- Uhlig, H. (2004), "What are the Effect of Monetary Policy on Output? Results from am Agnostic Identification Procedure";paper.
- Blanchard and Quah (1989), "The Dynamic Effects of Aggregate Demand and Supply Disturbances", American Economic Review , 79, 4, 655-673; paper.
- Jean Boivin and Marc Giannoni (2003), "Has Monetary Policy Become More Effective", NBER Working Paper No.9459; paper.
- Lawrence J. Christiano, Christopher Gust, Jorge Roldos (2003), "Monetary Policy in a Financial Crisis", NBER Working Paper No.9005;paper.
- Martin Eichenbaum and Jonas Fisher (2003), "Testing the Calvo model of sticky prices", FRB of Chicago; paper.
- Selva Demirlap and Oscar Jorda (2002), "The Announcement Effect: Evidence from Open Market Desk Data";paper.
- Politis Dimitris (2004), "A Heavy-Tailed Distribution for ARCH Residuals with Application to Volatility Prediction", Annals of Economics and Finance , 5,2,p.283-298; paper.
Useful Economics Data Links
Here is the link to the web site designed by the library for my undergraduate class. This is a very good source of information and links relevant to economic papers and data:http://einstein.library.emory.edu/eco2001
Resource for Economists; A long list of useful resources and data links.
Bureau of Labor Statistics (BLS);
more than 250,000 long series; Unemployment and price series are the most prominent.
Bureau of Economic Analysis (BEA);
National Income and Produce Accounts (GDP, etc.), international and regional data .
Conference Board;"Leading Economic Indicators" and non-govt. data.
St.Louis Fed Database;Great resource for any kind of U.S. macro data.
STAT-USA/Internet ;a service of the U.S. Department of Commerce, is the site for the U.S. business, economic and trade community, providing authoritative information from the Federal government.
IMF;If you are interested in comparison across countries a great source of imformation is the web site of the International Moneraty Fund. A CD ROM with data from the IMF/ IFS database is available at the library.
World Bank Other international data are available from the World Bank.
Of course check the resources of the Emory Library. I will also add more sites as they come up my mind.
Gauss Resources
- Mark Watson Tutorial
- Gauss Resources (University of Washington)
- Judge, G. G., R.C. Hill, W. E. Griffiths, H. Luktepohl and T.C. Lee, (1989), Learning Econometrics Using Gauss. A Computer Handbook to Accompany: Introduction to the Theory and Practice of Econometrics , 2nd Edition, New York: John Wiley.
- Mittelhammer, R. C., G.G. Judge, and D. J. Miller, Econometric Foundations, Cambridge University Press, contains a CD-ROM with a nicely written GAUSS manual for econometricians. You may also obtain this manual directly from the author at: http://www.rhkoning.com/gauss/index.htm
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