Matthias Kredler's Homepage

Teaching

Past courses, past reading groups


MA/PhD: Macro II (Spring 2018)

Syllabus
Definition of the state in dynamic programming
Lecture notes on Euler Equations in stochastic environments
HW1, HW2, HW3, HW4, HW5 (due: 21 Feb 2018)

MA/PhD: Macro Reading Group (Spring 2018)

Guidelines
We meet on Tuesdays, 18.00-19.30h (Aula 15.0.06).

Presentations:

Date Presenter Paper title (+ link to presentation slides) Author(s) Year
30-Jan-2018 Javier Rodríguez Gender Gaps and the Rise of the Service Economy Ngai & Petrolongo 2017
13-Feb-2018 Antonia Díaz How to Get Started with Research -- --
21-Feb-2018 Ismael Gálvez The Labor-Market Impact of Undocumented Immigrants: Job Creation vs. Job Comptetition Albert 2018

Reading lists: 30-Jan-2018, 20-Feb-2018


Lecture notes on continuous-time methods

The following lecture notes are meant to provide a first intuitive introduction to continuous-time methods. Consult the standard textbooks (Karatzas & Shreve, Øksendahl) if you are looking for more.

Lecture notes Homework
Deterministic control: Hamilton-Jacobi-Bellman equation (HJBs) etc. HJB HW
Stochastic differential equations (SDEs), the Ito Rule and HJBs HW on Ito Rule,
HW on SDEs and partial differential equations (PDEs)
Kolmogorov Forward Equation Forward HW
Numerical techniques: the trinomial grid no homework

For numerical methods, also see the computational appendix to Altruistically-Motivated Transfers under Uncertainty (with Daniel Barczyk) on my research website.



CV Research Other Work Teaching