Teaching‎ > ‎

econ8860_spring2016

Date and Time:
Monday and Wednesday
9:00am - 10:15am

Location: 
Maloney 313

Office Hours: 
Mondays 4:30-5:45pm
Please sign up here for office hours!


Brief Description:

This course consists of two parts.  The first part introduces tools for solving and estimating linearized, full-information, dynamic stochastic general equilibrium (DSGE) models. Students will develop tools in matlab to solve and estimate medium-scale DSGE models using several approaches. Part two of the course explores alternatives to the linearized, full-information, rational expectations paradigm. Students will write a final paper which incorporates at least one of these alternatives.



Course Syllabus:
Linked here. The syllabus includes an updated list of readings.


Problem Sets:
Problem Set 1          Solutions 
Problem Set 2          Solutions 
Problem Set 3          Solutions 
Problem Set 4          Solutions     (Not assigned, for your consumption)
Problem Set 5          Solutions     (Not assigned, for your consumption)
Problem Set 6          Solutions     Starter Code

Other Resources:
Solving the linearized RBC model with a stochastic trend, example code.  
A second version of the same model, using matlab to output a non-symbolic file for fast evaluation.
A third version of the same model, though with stationary productivity, solved using value function iteration.

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