Jinan University
The course outline is attached.
Lecture Plan
July 16: Overview
introduction of dynamic programming
asset pricing
cake eating
read: dp_intro_jan2016.pdf
July 18: Household Finance
nondurable
consumption, saving and portfolio choice
GMM estimation
labor supply
read: conpre_2016_february.pdf
durables
Euler equations
car replacement
read: durs_pre.pdf
July 19: Dynamic Factor Capital Demand
capital
Q theory
lumpy investment
aggregate implications
read: inv_lect_2016.pdf, cooper-ejarque (RED, 2003), cooper-halitwanger (RES, 2006)
labor
chinese plants
read: cooper-gong-yan (RJE_2015, coopgongyan)