Keio Class

Class and Lecture Plan Overview

EXAM: added to files below

I will also add lecture notes below as the class develops.

• the file dp_intro_may2013.pdf provide an overview of dynamic programming, including the non-stochastic growth model. Our first lectures will draw from these notes. This version was created on May 5, 2013 and has some additional material and better notation relative to the February version.

• the file dp_intro_theory.pdf are some basic notes about the theoretical foundations of the dynamic programming approach used in the course. These are rather technical notes.

• The file conpre_psu.pdf is a presentation of the basic consumption/saving decision with some portfolio adjustment notes as well.

  • The file BCZ_JME.pdf is the paper on costly portfolio adjustment.

  • The file durs_pre.pdf is the presentation of the HH choice with durable consumption. added notes from Adda-Cooper as well

  • for investment presentation

    • investment lecture notes: inv_pre.pdf

    • presentation of cooper-ejarque: ce2pres_ut.pdf

    • presentation of cooper-halitwanger: coapres_606.pdf

    • presentation of cooper-haltiwanger and willis on GMM: chw_gmm_slides.pdf

    • presentation of cooper-willis on endogenous discounting: mrp_beta_slides.pdf

  • for labor adjustment presentation

    • slides for Cooper, Gong and Yan paper on Chinese Labor Policies: cgy_policy_pres.pdf

• Matlab code

• grow_theory.pdf is the basic growth model

• assetpricing.m is a basic matlab file to illustrate value function iteration as well as the asset pricing example from class notes.

• cakestochdisc3.m is matlab code for the cake eating problem.

• car scrapping code, non-stochastic, carrep_grid.m

• Assignments

  • Assignment 1 is given below. it is called assign1.pdf. it is due by Friday May 17 by email, russellcoop@gmail.com

• Office Hours room 20401, floor 4 of building just behind classrooms

  • Thursday May 9, 4-5:30. if this is not convenient, please send me an email to find another time