Matthias Kredler's Homepage

Teaching

Past courses, past reading groups


MA/PhD: Macro Reading Group (Fall 2018)

Guidelines
We meet on Tuesdays, 18.00-19.00h, this semester (Aula 15.0.06).

Presentations:

Date Presenter Paper title (+ link to presentation slides) Author(s) Year
18-Sep-2018 Onursal Bağırgan Who Owns the Wealth in Tax Havens? Macro Evidence and Implications for Global Inequality Alstadsæter, Johannesen & Zucman 2018
25-Sep-2018 Sergio Feijóo Accounting for Factorless Income Karabarbounis & Neiman 2018
9-Oct-2018 Miguel Ángel Cabello A Method for Solving and Estimating Heterogeneous Agent Macro Models Winberry 2018
16-Oct-2018 Ismael Gálvez Own Research -- --

Reading lists: 18-Sep-2018, 25-Sep-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
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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