Matthias Kredler's Homepage


Past courses, past reading groups

MA/PhD: Macro II (Spring 2018)

Definition of the state in dynamic programming
Lecture notes on Euler Equations in stochastic environments
Midterm exam with solutions
HW1, HW2, HW3, HW4, HW5, HW6, HW7, HW8, HW9, HW10, HW11 (last HW; due FRIDAY, 27 Apr 2018)

MA/PhD: Macro Reading Group (Spring 2018)

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


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 -- --
20-Feb-2018 Ismael Gálvez The Labor-Market Impact of Undocumented Immigrants: Job Creation vs. Job Competition Albert 2018
27-Feb-2018 Javier Rodríguez Free to Leave? A Welfare Analysis of Divorce Regimes Fernández & Wong 2017
6-Mar-2018 Onursal Bağırgan Tax Competition in a Simple Model with Heterogeneous Firms: How Larger Markets Reduce Profit Taxes Haufler & Stähler 2013
20-Mar-2018 Elizaveta Pronkina Static and Intertemporal Household Decisions Chiappori & Mazzoco 2017
3-Apr-2018 Rubén Veiga Monetary Union with Voluntary Participation Fuchs & Lippi 2005
4-Apr-2018 16.00-17.00h Special Session: How to Publish with Applied Econometrics Reading Group --
10-Apr-2018 Ismael Gálvez Own Research -- --
17-Apr-2018 -- No meeting -- --
24-Apr-2018 -- Next meeting -- --

Reading lists: 30-Jan-2018, 20-Feb-2018, 27-Feb-2018, 6-Mar-2018, 20-Mar-2018, 3-Apr-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