Advanced Macro B

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0. 
SYLLABUS 

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

1. 
MATERIALS 

. 
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) 
 
ArrowDebreu 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 BeckerTomes
(slides, updated 5.12.16) 
 
Lifecycle Inequality and BenPorath
(slides, updated 5.12.16) 
 
CostinotVogel (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) 

2. 
TEACHING LINKS 

 
Victor RiosRull'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 FernandezVillaverde's teaching homepage 
 
Makoto Nakajima's homepage: In particular, check out his link to MPI Parallel Programming. 

3. 
PROGRAMMING LINKS 

 
Learn Python/Julia at John Starchulski and Tom Sargent's quantecon.net 

 
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 multienvironment 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 

.JeanPierre Moreau's homepage 

.Free stuff: Some are a bit advanced, but others are useful even for beginners. 
