Matthias Kredler's Homepage
MA/PhD: Macro II (Spring 2017)Syllabus
Notes on economic modeling
Definition of the state in dynamic programming
Lecture notes on Euler Equations in stochastic environments
Midterm exam (with solutions)
Practice questions on the New-Keynesian model
HW1, HW2, HW3, HW4, HW5, HW6, HW7, HW8, HW9, HW10, HW11 (due: 29 Apr)
MA/PhD: Macro Reading Group (Spring 2017)Guidelines
We meet on Wednesdays, 18.30-20.00h (aula 15.0.16).
Reading lists: 25-Jan-2017, 1-Feb-2017, 8-Feb-2017, 22-Feb-2017, 1-Mar-2017, 15-Mar-2017, 29-Mar-2017, 19-Apr-2017, 26-Apr-2017
Lecture notes on continuous-time methodsThe 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.
For numerical methods, also see the computational appendix to Altruistically-Motivated Transfers under Uncertainty (with Daniel Barczyk) on my research website.