Department of Economics

uni_bern

Time Series Econometrics (companion home page)

Klaus Neusser

This page is under construction

The book can be ordered at Springer International Publishing.

Download of data (EXCEL- und EVIEWS-Format) and other material

Time Series and additional Material download
Real GDP of Switzerland download
Real Swiss GDP: Example in Section 5.6 download
Swiss Market Index (SMI): Example from Section 8.4 download
Consumer Sentiment as Leading Indicator: Example from Section 11.3 download
A VAR Model for the U.S. Economiy: Example from Section 14.4 download
Advertisement and Sales: Example 1 from Section 15.4.4 download
IS-LM Model with Phillips Curce (Blanchard AER 1989): Example 2 from Section 15.4.5 download
Identifying Aggregate Demand and Supply Shocks (Blanchard and Quah AER 1989): Example 3 from Section 15.5.2 download
Estimating and Testing with Cointegration Models (Neusser JME 1991): Example from Section 16.5 download
MATLAB code for the estimation of quarterly GDP (Section 17.4) download

typos and corrections

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