macroeconomics III (mae / phd): DSGE
syllabus
methods for dsge models
introduction to local solution method for DSGE models [slides]
perturbation methods for DSGE models [slides] [link to Arouba et al companion webpage]
solving LREM [slides] [dynare] [sgu 1st order] [sgu 2nd order]
perturbation with Markov-Switching models and occasionally binding constraints [slides] [OCCbin] [time iteration]
perturbation with heterogeneous agents models [slides] [slides2] (thanks Miguel Cabello for this 2nd set of slides)
topics in dsge modeling
RBC model [slides]
New-Keynesian model [slides]
fiscal and monetary policy interaction [slides]
financial frictions [slides]
labor market frictions [slides]
macro-finance [slides]
additional important stuff
state-space representation and the kalman filter
empirical strategies, Bayesian approach
Gibbs Sampling and Importance Sampling
Metropolis-Hastings
Bayesian estimation of DSGE model
hw and projects
submission aula global (acceso via aula global)
hw 1: deadline Friday Nov 30 before Alvaro's class (acceso via aula global)