Matthias Kredler's Homepage
MA/PhD: Macro II (Spring 2018)Syllabus
Definition of the state in dynamic programming
Lecture notes on Euler Equations in stochastic environments
HW1, HW2, HW3, HW4, HW5, HW6, HW7, HW8, HW9, HW10, HW11.
Midterm exam with solutions
Final exam with solutions
MA/PhD: Macro Reading Group (Spring 2018)Guidelines
We meet on Tuesdays, 18.00-19.30h (Aula 15.0.06).
Reading lists: 30-Jan-2018, 20-Feb-2018, 27-Feb-2018, 6-Mar-2018, 20-Mar-2018, 3-Apr-2018, 24-Apr-2018, 8-May-2018, 22-May-2018
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.