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)
HW4 (due: 15-Feb),
HW5 (due: 22-Feb)
Ph.D.: Macro Reading Group (Spring 2018)
We meet on Tuesdays, 18.00-19.15h, this semester (Room 15.1.41).
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
For numerical methods, also see
appendix to Altruistically-Motivated Transfers under
Uncertainty (with Daniel Barczyk) on
my research website.