Brief Description:

This PhD course is team-taught with Robert Ulbricht in the Fall 2021. I will teach in the first half of the semester. For interested students, the course material is continued with co-taught ECON8860 in the Spring 2020.

The first part of the course (Fall 2020) 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. All Chahrour course meetings will be online.

The continuation of the course (Spring 2020) explores alternatives to the full-information, rational expectations paradigm including models of coordination games, rational inattention, and adaptive learning.

Course Syllabus:

Linked here. The syllabus includes an updated list of readings.

Office Hours:

Wednesdays: 1:30pm to 3:00pm. Please sign up here for office hours!

Problem Sets:

Problem Set 1: Due September 17, 2020

Problem Set 2: Due October 6, 2020

Problem Set 3: Due October 20, 2020

Other Resources

RBC example 1: linearization using Matlab's symbolic toolbox

RBC example 2: linearization using Matlab's symbolic toolbox