CLASS: MTWThF: 9am-12:00pm, 150 Anderson Hall
OFFICE HOURS: T, Th: 1-2pm, Hanson Hall 3-129
The grader for this course is Konstantin Golyaev
Week 1 - introduction
Introduction to Matlab Slides
Numerical differentiation Slides Example: diff_ex.m
Solving systems of non-linear equations Updated slides
Value function iteration Slides
Log-linearization Slides
Policy function iteration with finite element method
Slides on policy function iteration
Week 2 (prof. Tim Kehoe)
Notes on linear programming
Notes on DGE models
Great Depressions of the XXth century
HOMEWORK 3
Week 3 (prof. Ellen McGrattan)
Read chapters 3, 4 and 5 from these notes.
HOMEWORK 3
Week 4 (prof. Patrick Bayari)
Read Chapter 12 (Bayesian procedures) from this book. You may want to read Chapter 9 first.
Konstantin wrote small introduction to discrete choice models. You can download it here.