Messages:(new messages are put on top)
Comment to exam and Sample with results are on the web.
Some notes about elementary statistics have been posted.
Voluntary homework: examine cyclical behaviour of price level (lcpi)
Lecture note for seminar 2 April has been posted.
For curious students: some additional readings about filters (and one m-file) are posted on the web.
Texts: Information about the course. Introduction to Matlab Lecture note 2 Lecture note 3 Lecture note 4 Lecture note 5 Lecture note 6 Elementary statistics Lecture note 7 ECM Lecture note 8 Lecture note 9 Lecture note 10 Lecture note 11 Lecture note 12
Time series of data: rates.txt cz.txt congov.txt us.txt us2.txt cz4.txt
Additional Matlab functions: Hodrick-Prescott filter hp.m correlation coefficient corrfn.m Band pass filter bpass.m test of corr. coef. corrtest.m ordinary least squares ols.m lag of time series lag.m
Results (m-files): exercise1a.txt exercise1b.m exercise2.m exercise3a.m exercise3b.m compare_filters.m exercise4.m test_ols.m exercise5.m (supplemented exercise 4) simulation.m exercise6.m exercise7.m error_correction.m exercise8.m exercise9.m exercise10.xls exercise11.m
Pictures: Xrates Time series Differences
Exam: Comment to exam Sample of exam data_exam.txt
Suplementary readings:
Usefull stuff: