I believe in learning by solving exercises in the fashion of the "Econometric Exercises Series"; hence, I will provide exercises and solutions in the form of booklets on this page. The programming codes are either written in Matlab or R and are printed within the booklets.

Feel free to contact me if you need assistance with the material or find any errors or typos.

I am also available to teach a class at your institution.

Macroeconometrics

Introduction

  • Booklet with exercises and solutions using Matlab

Univariate Time Series Analysis

Structural Vector Autregressive (SVAR) Models

  • Booklet with exercises and solutions using Matlab
  • Datasets

Dynamic Stochastic General Equilibrium (DSGE) Models

  • Booklet with exercises and solutions using Matlab and Dynare
  • Datasets

Introduction to Econometrics

General Method of Moments, Indirect Inference and Bootstrap

Introduction to Statistics

Sampling Techniques

Macroeconomics

Multivariate Time Series Analysis