forschung.snb.ch: Marcel R. Savioz


Lecture	Empirical Macroeconomics (University of St. Gallen, Master in Quantitative Economics and Finance (MiQE/F))

General Information	Course Description Possible Topics

Lecture Notes	Lecture Notes

Slides	Topic 1 System of Stochastic Difference Equations Topic 2 The Kalman Filter Topic 3 Models of Rational Expectations Topic 4 Models of Optimising Agents