Time Series for Macroeconomics and Finance

Produced by: 
University of Chicago
Available from: 
Paper author(s): 
John H. Cochrane
Financial Economics
Macroeconomics - Economic growth - Monetary Policy

These notes are intended as a text rather than as a reference. A text is what you read in order to learn something. A reference is something you look back on after you know the outlines of a subject in order to get difficult theorems exactly right. The organization is quite different from most books, which really are intended as references. Most books first state a general theorem or apparatus, and then show how applications are special cases of a grand general structure. That’s how we organize things that we already know, but that’s not how we learn things. We learn things by getting familiar with a bunch of examples, and then seeing how they fit together in a more general framework. And the point is the “examples”–knowing how to do something.


Research section: 
Latest Research
Share this