├── .gitignore ├── 002_module_3a_Statistical_properties_of_time_series ├── 002_module_3a_Statistical_properties_of_time_series.Rproj ├── IMF_3A_01.Rmd ├── IMF_3A_01.html ├── IMF_3A_02.Rmd ├── IMF_3A_02.html ├── IMF_3A_03.Rmd ├── IMF_3A_03.html ├── IMF_3A_04.Rmd ├── IMF_3A_04.html ├── M3_Simulated_Times_Series_Examples.xlsx ├── MFx_Module_3_Properties_of_Time_Series.pdf └── Module3_data │ ├── module3_data_Identifying_ARMA.csv │ ├── module3_data_PE_Ratios.csv │ ├── module3_data_REER.csv │ ├── module3_data_Simulated_ARMA.csv │ └── module3_data_Simulated_Nonstationary.csv ├── 003_module_3b_Statistical_properties_of_time_series ├── 003_module_3b_Statistical_properties_of_time_series.Rproj ├── IMF_3B_01.Rmd ├── IMF_3B_01.html ├── IMF_3B_02.Rmd ├── IMF_3B_02.html ├── IMF_3B_02_02.Rmd ├── IMF_3B_02_02.html ├── M3B_Assessments Workfile │ ├── module3b_data_PE_ratios.csv │ ├── module3b_data_Simulated_Nonstationary.CSV │ └── module3b_data_Simulated_full_sample.csv └── adf_pp_unit_root.png ├── 004_module_4_Forecast_uncertainty_and_Model_evaluation ├── 004_module_4_Forecast_uncertainty_and_Model_evaluation.Rproj ├── IMF_4_01.Rmd ├── IMF_4_01.html ├── IMF_4_02.Rmd ├── IMF_4_03.R ├── M4_All_Slides.pdf ├── M4_Appendix.pdf ├── M4_Thailand_Inflation_questions.xlsx ├── Module_4_Workfile │ ├── India_Q.csv │ └── Thailand_M.csv ├── Thumbs.db ├── optimistic bias charts.png ├── smaller error variance chart.png ├── statistics for forecast evaluation.png ├── u1_stat.png └── u2_stat.png ├── 005_module_5_Vector_autoregressions_VARs ├── 005_module_5_Vector_autoregressions_VARs.Rproj ├── Handout_Conditions_for_stability_and_stationarity.pdf ├── M5_SVAR_Appendix.pdf ├── MF_M5_Pt1_VAR_slides.pdf ├── MFx_M5_Pt.2_SVARs_slides.pdf └── MFx_Module_5__Workfiles │ ├── MFx Module 5, Part I VAR Workfile │ ├── MFx_Module5-Part I_VAR_Workfile_AUS.csv │ └── MFx_Module5-Part I_VAR_Workfile_CAN.csv │ └── MFx Module 5, Part II SVAR Workfile │ ├── MFx_Module 5_Part II_SVAR_Workfile_BL_PE_SS.csv │ └── MFx_Module 5_Part II_SVAR_Workfile_Sims.csv ├── 006_module_6_Cointegration_and_Vector_error_correction_models_VECMs ├── 001_imf_vecm_01.Rmd ├── 001_imf_vecm_01.html ├── 006_module_6_Cointegration_and_Vector_error_correction_models_VECMs.Rproj ├── MF_M6_VECM_slides.pdf ├── Thumbs.db ├── err_corr_representation.png ├── instructions_eviews_q_6_22.png ├── instructions_eviews_q_6_22_02.png ├── q_6_13.png ├── q_6_14.png ├── q_6_16.png ├── q_6_18.png ├── q_6_1_unit_root_test.png ├── q_6_23.png ├── q_6_24.png ├── q_6_2_arbitrary_linc.png ├── q_6_6.png ├── q_6_7.png ├── q_6_8.png ├── r_data │ ├── Module6_Worfile_AUT.csv │ ├── Module6_Worfile_DEU.csv │ ├── Module6_Worfile_FRA.csv │ ├── Module6_Worfile_SWE.csv │ └── Module6_Worfile_UK.csv ├── serial_correlation_LM_test.png ├── serial_correlation_LM_test_02.png ├── serial_correlation_LM_test_03.png └── var_representation.png ├── Final Exam Docs ├── Forecasting the US Savings Rate.Rmd ├── ForecastingUSSavings.R ├── 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