Quantitative economics and mathematical methods
ECONOMETRICS · STATISTICS · CALCULUS · MACROECONOMICS · FINANCE · MONETARY ECONOMICS
Each course has its own site in the style of an open courseware page: syllabus, session calendar, full written lecture notes with rendered mathematics, readings, problem sets with solution guidance, and examination specifications.
Six courses at the undergraduate and graduate level, each with a full course site.
Regression analysis, statistical inference, instrumental variables, panel data, dynamic models, time series, cointegration, and causal inference.
Open course →Probability theory, distributions, sampling theory, estimation, hypothesis testing, Bayesian inference, experimental design, and statistical modeling.
Open course →Limits, differentiation, integration, infinite series, multivariable calculus, constrained optimization, and differential equations.
Open course →Dynamic optimization, economic growth, real business cycles, New Keynesian DSGE models, monetary and fiscal policy, and heterogeneous-agent macroeconomics.
Open course →Portfolio theory, asset pricing, fixed-income securities, derivatives, corporate finance, banking, financial risk management, and financial econometrics.
Open course →Money and inflation, New Keynesian DSGE models, optimal policy and rules, open economies, financial frictions, the zero lower bound, fiscal theory, HANK, Bayesian estimation, and monetary-shock identification. MATLAB and Dynare.
Open course →