Macroeconomic Analysis with R at Claremont Graduate University

The aim of this class is to equip you with a set of tools to analyze macroeconomic movements in the long and short-run. We will use macroeconomic data on incomes, prices, unemployment, interest rates, etc. to help model various pieces of the economy. We will begin by analyzing clasical theory in macroeconomics, to model long-run dynamics, then proceed to analyze new Keynesian models, to model short-run dyanmics. We will conclude by putting everything together and building models that capture both short and long-run dynamics.

Along the way we will learn how to program in the R statistical programming language. All of the files are generated in R-markdown files to allow you to see all of the code and lectures in one place.

If you have any questions feel free to email me at hisam.sabouni@cgu.edu

I am a Clinical Assistant Professor at Claremont Graduate Universtiy in the department of economic sciences.

Lecture 1: An introduction to macroeconomics with R

Lecture 2: Money, inflation, and interest rates

Lecture 3: Unemployment models

Lecture 4: Long-Run Economic Growth: Solow-Swan Model

Lecture 5: Analyzing Economic Growth and Endogenous Growth Theory

Lecture 6: Open Economies and Exchange Rates

Lecture 7: New Keynsian Phillips Curve, Natural Rate of Unemployment (NAIRU), IS-LM, Aggregate Demand, and Impulse Reponse Functions

Lecture 8: Time-Series Econometrics for Macroeconomic Analysis

Lecture 9: Macroeconomic Indicators During Recessions