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316-406 Advanced Macroeconomic Techniques (4th year/Masters/PhD) Semester 2, 2004.
Syllabus
Note 1a: Solow model
Note 1b: Linear differential and difference equations
Note 1c: Linearizations
Note 2a: Optimal growth model
Note 2b: Systems of difference equations
Note 3a: Dynamic programming and the growth model
Note 4a: Stochastic difference equations
Note 4b: Markov chains
Note 4c: Computations and simulations for Markov chains
Note 5a: Stochastic growth model
Note 5b: Stochastic dynamic programming
Note 5c: Numerical dynamic programming
Note 6a: Consumption-based asset pricing
Note 6b: Equity premium puzzle
Note 7a: Incomplete markets
Note 7b: Aiyagari's model
Matlab introduction
Markov Simulations
Markov Chain Example
Stochastic GDP Growth Example
Uhlig's solve.m
Uhlig's options.m
Dynamic Programming Example
Problem Set 'Zero': Solutions,Matlab Code
Problem Set #1: Solutions, Matlab Code
Problem Set #2: Solutions, Matlab Code
Problem Set #3: Solutions, Matlab Code
Problem Set #4: Solutions, Matlab Code
Problem Set #5:
Midsemester Exam Sample Questions
Midsemester Exam: Solutions
Final Exam Sample Questions: Solutions
Final Exam: Solutions