Financial Econometrics for Msc and PhD Program

• Chapter 1 - Asset Returns and Distributional Properties

Slides and Codes

• Chapter 2 - Linear Time Series Analysis and Applications

Slides, Notes, and Codes

• Chapter 3 - Volatility and Econometric Models

Slides and Codes

• Chapter 4 - Nonlinear Time Series Models and Applications

Slides and Codes

• Chapter 5 - Multivariate Time Series Analysis: Methods and Applications

Slides and Codes
High-dimensional VAR models

Chapter 6 - State Space Models and Applications

Slides and Codes
Reviews of mixed-frequency dynamic factor models

• Chapter 7 - Bayesian Methods and Applications

Slides and Codes

• Chapter 8 - Multivariate Volatility Models

Slides and Codes

Macroeconomics for Undergraduate Program

• Chapter 1 - The Science of Macroeconomics (Slides)
• Chapter 2 - The Data of Macroeconomics (Slides)
• Chapter 3 - National Income: Where It Comes Fromand Where It Goes (Slides)
• Chapter 4 - The Monetary System: What It Is andHow It Works (Slides)
• Chapter 5 - Inflation: Its Causes, Effects, and Social Costs (Slides)
• Chapter 6 - The Open Economy (Slides)
• Chapter 7 - Unemployment and the Labor Market (Slides)
• Chapter 8 - Economic Growth I: CapitalAccumulation and Population Growth (Slides)
• Chapter 9 - Economic Growth II: Technology, Empirics, and Policy (Slides)
• Chapter 10 - Introduction to Economic Fluctuations (Slides)
• Chapter 11 - Aggregate Demand I: Building the IS–LMModel (Slides)
• Chapter 12 - Aggregate Demand II: Applying theIS–LM Model (Slides)
• Chapter 13 - The Open Economy Revisited: The Mundell–Fleming Model and the Exchange-Rate Regime (Slides)
• Chapter 14 - Aggregate Supply and the Short-RunTradeoff Between Inflation andUnemployment (Slides)
• Chapter 15 - A Dynamic Model of EconomicFluctuations (Slides)
• Chapter 16 - Alternative Perspectives on StabilizationPolicy (Slides)

Econometrics I for Undergraduate Program

Analysis of Financial Time Series for Undergraduate Program