1/ Error-Correction Models

1.1 Slides for Lecture Ferrara_CEF_Nov19_ECM_Lecture

1.2 Slides for Examples Ferrara_CEF_Nov19_ECM_Examples

1.3 Slides for Eviews Exercices Ferrara_CEF_Nov19_ECM_Exercices

1.4 Data data_cci_cli

1.5 Codes ECM_Codes_Eviews

1.6 Data and paper Chinn, Ferrara, Mignon (2014) Data_ChinnFerraraMignon_WP_13

Chinn_Ferrara_Mignon_JMacro_14

 

2/ Non-Linear Models

2.1 Slides for Lecture Ferrara_CEF_Nov19_NonLin_Lecture

2.2 Slides for Examples Ferrara_CEF_Nov19_NonLin_Example

2.3 Slides for Eviews Exercices Ferrara_CEF_Nov19_NonLin_Exercice_v2

2.4 Data indpro

2.5 Codes MS Models  Threshold Models

2.6 Data US monthly data_US_7219