An introduction to the Global VAR (GVAR) framework for modelling cross-country macroeconomic and financial linkages, covering specification, estimation, and the analysis of international shock transmission and spillovers.

Lecture notes on core topics in modern macroeconomics, developing the dynamic general-equilibrium toolkit and applying it to business-cycle fluctuations and monetary policy.

Notes working through the Carlstrom and Fuerst (1997) agency-cost model of business cycles, showing how entrepreneurial net worth and the external finance premium amplify and propagate aggregate shocks.