Advanced Macro B

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- Homework 1 (due Oct 8)
- Homework 2 (due Oct 22)
- Homework 3 (due Nov 5)


. Preliminaries:
- Dynamic Programming Basics (notes)
- Markov Chain Basics (notes)

. Regular Course:
- Solow Model in Continuous Time (notes updated 22.09.18)
- RCK Model in Continuous Time (notes 30.09.18)
- Growth Model in Discrete Time (notes updated 07.10.18)
- Income Fluctuation Problem (notes updated 09.10.18)
- Dynamic Programming Examples (notes) updated 18.10.18)
- Incomplete Markets (notes) updated 18.10.18)
- Stationary Distributions (notes, updated 19.09.16)
- Transitions and Aggregate Uncertainty (notes, updated 19.09.16)
- Arrow-Debreu and Arrow Securities (notes updated TBD)

. Some old notes/slides from more advanced course material:
- Calibration (notes, updated 19.09.16)
- Wealth Inequality and Investment Risk (slides, updated 09.10.17)
- Occupational Choice and Misallocation (slides, updated 24.10.16)
- Simple CEO Model with Positive Sorting (slides, updated 17.10.17)
- Roy Model and Becker-Tomes (slides, updated 5.12.16)
- Life-cycle Inequality and Ben-Porath (slides, updated 5.12.16)
- Costinot-Vogel (2010) with Capital (notes, updated 08.11.16)
- Deterministic Control and the HJB Equation (notes, updated 17.10.16)
- Stochastic Calculus and Kolmogorov Forward Equation (notes, updated 17.10.16)
- Bewley Models in Continuous Time (slides, updated 24.10.16)


- Victor Rios-Rull's course on Quant Macro: these guys actually do all this in one semester. In particular, look for "datadoc1.pdf" which discusses how to fetch openly available U.S. micro data sets.
- Gianluca Violante's course on Macro Theory wt Heterogeneous Agents
- Dean Corbae's teaching homepage: the gem on his webpage, in my opinion, is this page on SMM.
- Jesus Fernandez-Villaverde's teaching homepage
- Makoto Nakajima's homepage: In particular, check out his link to MPI Parallel Programming.


- Learn Python/Julia at John Starchulski and Tom Sargent's

- Fortran Tutorials:
.a short yet nice Fortran tutorial for beginners
.an inefficient but informative Fortran tutorial for programmers
.build your own library
.creating advanced makefiles: How to make a multi-environment makefile wt Java, without an IDE

- Source Codes:
.Numerical Recipes: This is the most useful link you'll ever find for numerical routines. The book contains detailed explanations of how each method works, and you can also copy and paste code for own use.
.John Burkhardt's homepage
.Jean-Pierre Moreau's homepage
.Free stuff: Some are a bit advanced, but others are useful even for beginners.