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Showing posts with the label LSE

Specific Factors Model

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Heckscher Ohlin Model

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Trade Policy

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Ricardian Trade Model

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Business Cycle Models with Financial Market frictions

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Introduction to Business Cycles

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Business Cycle Models with Labor market friction

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New-Keynesian Models

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Fiscal Policy and Financial Crisis Implication

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Monetary Policy and Financial Crisis Implication

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Dynamic Macroeconomic Models - RBC

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Diamond, Mortensen, Pissarides Search Model

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Vector Auto-regression

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Non-stationarity and Unit roots - Time Series Metrics

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Is Government Debt Burden for Future Generations

Suppose there's a closed economy. Now imagine a household (economy) with two people A and B in which B always borrows money from A.

Stationarity, Spectral Analysis, Asymptotics Time-Series Metrics

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Intro to Machine Learning and Artificial Intelligence for metricians

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There's no clear demarcation between ML, AI, statistics and econometrics. But there are some techniques under ML/AI that are not present in econometrics and could be quite beneficial to adopt.

Differences in Differences

Click here to access notes. The notes are based on lectures by Dr. Rachael Meager , LSE  and based on studies from listed references:

Instrumental Variables with applications to LATE and Dynamic Panel Models

Click here to access notes. The notes are based on lectures by Dr. Rachael Meager, LSE and based on studies from listed references:

Bootstrap

Click here to access notes. The notes are based on lectures by Dr. Rachael Meager , LSE  and based on studies from listed references: