Dr Tom Dumitru Holden

Dr Tom Dumitru Holden

Researcher and macroeconomist in the Deutsche Bundesbank’s research department.

DPhil (PhD) University of Oxford, 2013.

PhD Macroeconomics 2

Coursework

Exercises:

Pre-course exercises

Exercises:

Topic 1: Introduction to time series econometrics and VARs

Slides:

Topic 2: SVARs and identification + Intro to continuous time stochastic processes

Slides:

Topic 3: The frequency domain

Slides:

Topic 4: Estimating and evaluating DSGE models without filtering to recover states

Slides:

Topic 5: Estimating DSGE models via filtering to recover states: Part 1

Slides:

Topic 6: Numerical integration + Estimating DSGE models via filtering to recover states: Part 2

Slides:

Topic 7: Continuous time optimal control

Slides:

Topic 8: Endogenous growth theory

Slides:

Topic 9: Search and matching, old Keynesian, and new monetarist models

Slides: