Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated
Course on Macroeconometrics (graduate level)
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Methods for solving and estimating linear rational expectation models.
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
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