Methods in Macroeconomic Dynamics

This set of lecture notes is the backbone of a class on formulation, computation, and estimation of Dynamic General Equilibrium models. The notes have been written jointly with Juan Rubio-Ramirez, at Duke University. This is work in progress and I will welcome comments!

  • Lecture Notes 1: Introduction

  • Lecture Notes 2: Formulating Dynamic Equilibrium Models

  • Lecture Notes 3: Solving Dynamic Equilibrium Models

  • Lecture Notes 4: Introduction to Bayesian Econometrics

  • Lecture Notes 5: Monte Carlo Methods

  • Lecture Notes 6: Markov Chain Monte Carlo

  • Lecture Notes 7: Metropolis-Hastings

  • Lecture Notes 9: Filtering Theory

  • Lecture Notes 10: Model Comparison

  • Lecture Notes 11: Inference

  • Lecture Notes 12: Nonlinear and/or Non-gaussian Filtering

    Lecture Notes for Graduate Macroeconomics

    This set of transparencies are prepared for a graduate class in macroeconomics. Dirk Krueger is the source of much material in them.

  • Lecture Notes 1: Introduction to Uncertainty.

  • Lecture Notes 2: Equilibrium with Complete Markets.

  • Lecture Notes 3: Asset Pricing.

  • Lecture Notes 4: OLG Models.

  • Lecture Notes 5: Topics in OLG Models.

  • Lecture Notes 6: OLG Models with Production.

  • Lecture Notes 7: Job Search.

  • Lecture Notes 8: Random Matching.

  • Lecture Notes 9: Search Theoretic Models of Money.

  • Lecture Notes 11: RBC Models.

  • Lecture Notes 12: Ramsey Fiscal Policy.

  • Technical Lecture Notes 0: Measure Theory.

  • Technical Lecture Notes 1: Stochastic Dynamic Programming.

  • Technical Lecture Notes 2: Numerical Dynamic Programming.

  • Technical Lecture Notes 3: Bellman Equations in Continuous Time.

  • Technical Lecture Notes 4: NIPA.

  • Technical Lecture Notes 5: Spectral Analysis.

    An Introduction to Equilibrium Macroeconomics

    This set of lecture notes is an undergraduate class on Macroeconomics taught from an equilibrium perspective. There is more than enough material for a semester course and probably enough for a one year sequence. When I teach this class I pick and choose from those lecture notes. This is work in progress and I will welcome any comments!

  • Lecture Notes on Macroeconomics