Reading List

[CEE05]

Lawrence J. Christiano, Martin Eichenbaum, and Charles L. Evans. Nominal rigidities and the dynamic effects of a shock to monetary policy. Journal of Political Economy, 113(1):1–45, February 2005. URL: http://ideas.repec.org/a/ucp/jpolec/v113y2005i1p1-45.html, doi:https://doi.org/10.1086/426038.

[Die24]

Francis X. Diebold. Forecasting in Economics, Business, Finance and Beyond. Department of Economics, University of Pennsylvania, 2024. URL: https://www.sas.upenn.edu/~fdiebold/Textbooks.html.

[HP22]

Changquan Huang and Alla Petukhina. Applied time series analysis and forecasting with Python. Springer, 2022. ISBN 978-3-031-13586-6. URL: https://doi.org/10.1007/978-3-031-13584-2.

[SSW90]

Christopher A Sims, James H Stock, and Mark W Watson. Inference in linear time series models with some unit roots. Econometrica, pages 113–144, 1990.