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ECON408: Computational Methods in Macroeconomics, Winter 2025

Additional course materials are in:

To setup this repository for editing problem sets:

  • First install access to the main notebooks with [Setup Instructions]
  • Then with this project cloned
    • Run a Julia terminal with <Cmd+Shift-P> then Julia: Start REPL and do ]instantiate
    • Or julia --project then ]instantiate

Problem Sets and Exams

  1. Due Midnight PST on January 19 - Problem Set 0
    • This is a pass/fail problem set (i.e., hand it in you pass!) just to ensure you have setup your computer properly
  2. Due Midnight PST on January 26 - Problem Set 1
  3. Due Midnight PST on February 2 - Problem Set 2
  4. Due Midnight PST on February 23 - Problem Set 3
  5. February 26 - MIDTERM EXAM IN CLASS

All problem set solutions should be submitted on Canvas directly as a .ipynb file with instructions embedded.

Schedule

  1. January 6 - Course Overview and Computational Environment
  2. January 8 - Geometric Series, Fixed Points, and Asset Pricing
  3. January 13 - Geometric Series, Fixed Points, and Asset Pricing and started Deterministic Dynamics and Introduction to Growth Models
  4. January 15 - Deterministic Dynamics and Introduction to Growth Models
  5. January 20 - Deterministic Dynamics and Introduction to Growth Models
  6. January 22 - Finish Deterministic Dynamics and Introduction to Growth Models and start Stochastic Dynamics, AR(1) Processes, and Ergodicity
  7. January 27 - Stochastic Dynamics, AR(1) Processes, and Ergodicity
  8. January 29 - Stochastic Dynamics, AR(1) Processes, and Ergodicity
  9. February 3 - Problem Set Review
  10. February 5 - Stochastic Dynamics, AR(1) Processes, and Ergodicity
  11. February 10 - Wealth Distribution, Firm Dynamics, and Inequality
  12. February 12 - Wealth Distribution, Firm Dynamics, and Inequality
  13. February 17 - SPRING BREAK
  14. February 19 - SPRING BREAK
  15. February 24 - Midterm Review + Practice Exam Logistics
  16. February 26 - Midterm
  17. March 3 - Linear State Space Models, Asset Pricing, and the Kalman Filter
  18. March 5 - Optimal Consumption, Savings, and the Permanent Income Model
  19. March 10 - Optimal Consumption, Savings, and the Permanent Income Model and Markov Chains with Applications to Unemployment and Asset Pricing
  20. March 12 - Markov Chains with Applications to Unemployment and Asset Pricing and Search
  21. March 17 - Search and Dynamic Programming
  22. March 19 - Problem Set and Midterm Exam Review
  23. March 24 - Asset Pricing, Lucas Trees, and Option Pricing
  24. March 26 - Asset Pricing, Lucas Trees, and Option Pricing
  25. March 31 - Rational Expectations and Markov Perfect Equilibrium
  26. April 2 - Problem Set Review
  27. April 7 - Finish Rational Expectations and Markov Perfect Equilibrium and answer any Practice Problems