Matthias Kredler's Homepage

Teaching

Past courses, past reading groups


Ph.D.: Macro Reading Group (Fall 2019)

Guidelines
We meet on Tuesdays, 17.45-19.00h, this semester (Aula 15.0.05).

Presentations:

Date Presenter Paper title (+ link to presentation slides) Author(s) Year
10-Sep-2019 Ismael Gálvez Explaining the Spread of Temporary Jobs and Its Impact on Labor Turnover Cahuc, Charlot & Malherber 2016
24-Sep-2019 Lidia Cruces Sustaining Fiscal Policy Through Immigration Storesletten 2000
1-Oct-2019 Florencia Airaudo Testing for Indeterminacy: An Application to U.S. Monetary Policy Lubik & Schorfheide 2004
15-Oct-2019 Morteza Ghomi Monetary Policy for Inattentive Economies Ball, Mankiw & Reis 2005
22-Oct-2019 Isabel Micó Innocent Bystanders? Monetary Policy and Inequality Coibion, Gorodnichenko, Kueng & Silvia 2017
29-Oct-2019 Fernando Riveiro Bankruptcy, Incorporation and the Nature of Entrepreneurial Risk Glover & Short 2018
12-Nov-2019 -- No meeting (student workshop) -- --
19-Nov-2019 Lidia Cruces The Joint Labor Supply Decision of Married Couples and the U.S. Social Security Pension System Nishiyama 2019
19-Nov-2019 Matthias Kredler How to Calibrate/Estimate Macro Models -- --

Reading lists: 24-Sep-2019, 1-Oct-2019, 15-Oct-2019, 22-Oct-2019, 29-Oct-2019, 19-Nov-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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