Adding lectures on Chow [1968], Chow and Levitan [1969], and Sargent [1989]#803
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HumphreyYang wants to merge 17 commits intomainfrom
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Adding lectures on Chow [1968], Chow and Levitan [1969], and Sargent [1989]#803HumphreyYang wants to merge 17 commits intomainfrom
HumphreyYang wants to merge 17 commits intomainfrom
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This PR adds two lectures based on Chow (1968), Chow and Levitan (1969), and Sargent (1989).
The lecture on Chow (1968) and Chow and Levitan (1969) are closely connected to spectral-domain analysis of business cycles and have important implications for what is required to generate spikes in the spectral domain, both in deterministic and stochastic models.
The lecture based on Sargent (1989) is another interesting application. It studies the impact of alternative measurement models on inference about underlying economic models. In general, how certain measurement choices can generate Granger causality in error-ridden data that is not present in filtered data generated from an alternative measurement model.
Both lectures are pretty substantial in size, but they tie together many of the lectures in this section and serve as really nice applications of the tools developed in the Introduction to Dynamics section.