Matthias Kredler's Homepage

Teaching

Past courses, past reading groups


Master in Economics: Macro II (Spring 2019)

All material for this course can be found on Aula Global.


M.A.E. (Ph.D.) Macro II (Spring 2019)

Syllabus, HW1, HW2, HW3, HW4 (due: 15-Feb), HW5 (due: 22-Feb)


Ph.D.: Macro Reading Group (Spring 2018)

Guidelines
We meet on Tuesdays, 18.00-19.15h, this semester (Room 15.1.41).

Presentations:

Date Presenter Paper title (+ link to presentation slides) Author(s) Year
29-Jan-2019 María Bru Heterogeneous Borrowers in Quantitative Models of Sovereign Default Hatchondo, Martinez & Sapriza 2009
29-Jan-2019 Ana Moreno The Role of Gender in Employment Polarization Cerina, Moro & Rendall 2018
5-Feb-2019 Morteza Ghomi On the Future of Macroeconomic Models Blanchard 2018
5-Feb-2019 Lidia Cruces Aging and Pension Reform: Extending the Retirement Age and Human Capital Formation Vogel, Ludwig & Börsch-Supan 2017
12-Feb-2019 Bilal Sali Money, Search, and Business Cycles Borağan Aruoba 2011
12-Feb-2019 Fernando Riveiro Friends or Foes? The Interrelationship Between Angel and Venture Capital Markets Hellmann & Thiele 2015
19-Feb-2019 -- No meeting -- --
26-Feb-2019 Sergio Feijóo Competition and Innovation: An Inverted-U Relationship Aghion, Bloom, Blundell, Griffith & Howitt 2005
26-Feb-2019 Florencia Airaudo Optimal Simple and Implementable Monetary and Fiscal Rules Schmitt-Grohe & Uribe 2007

Reading lists: 29-Jan-2019, 5-Feb-2019, 12-Feb-2019, 26-Feb-2019


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
Tricks for exit times, exit probabilities, and densities (with an explanation of Green Functions) exercises included in notes

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



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