Lecture Slides

Identification of Macroeconomic Shocks with External Instruments 

Building Econometric Models

Centre for Central Banking Studies

October 2017

Factor Models   *download code*

Topics in Empirical Macro

PhD Econ

University of Surrey

May 2017

Advances in the Identification of Monetary Policy Shocks 

Economic Modelling and Forecasting

Centre for Central Banking Studies

December 2016

Direct and Iterated Methods for Impulse Responses: Theory and Applications  

Topics in Econometrics

PhD Econ

London Business School      July 2016


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