PSE M2 Quant Macro

Lecture 1 Introduction

Lecture 2 Basic Numerical Concepts

Lecture 3 Recap NCGM and sequence method

Lecture 4 Dynamic Programming

Lecture 5 Dynamic Programming and stochastic shocks

Extra 1 Mathematical Preliminaries 1

Extra 2 Mathematical Preliminaries 2

Extra 3 Dynamic Programing w/o shocks - detail

Extra 4 Dynamic Programming with shocks - detail

Lecture 6 RBC 1

Lecture 7 RBC 2

Lecture 8 New-Keynesian Model - Basics

Lecture 9 Perturbation

Lecture 10 New-Keynesian Model - Extensions

Lecture 11 Empirical Strategies in Macroeconomics

Recap

Syllabus

Problem Sets

Problem Set 2

rouwenhorst.m

Problem Set 3

monetarydat

monetary_IRF_CEE

RRP