Keio University, June 2015

This is the class page for our course. The course overview and reading list is below. I will add lecture notes and programs here as well.

Exam

• • Just posted below

  • Due Date is July 17.

  • Please submit a .pdf via email with Keio Final exam

  • please put your name in the file name

  • if you have any questions, please send me an email

Lecture Notes:

• • dp_intro_may2015 are the overview notes for our first meeting;

  • grow_theory .pdf are notes on the basic growth model

• conpre_2015_june are lecture notes on consumption

• durs_pre.pdf: notes added for lectures on durables

Programs:

• • assetpricing_easy.m is the matlab code for the asset pricing problem in the overview notes;

  • grow012015.m is the matlab code for the non-stochastic growth model;

  • simmarkov.m simulates a two state markov process;

  • assetpricing_start.m and assetpricing_2.m illustrate the use of a function in a minimization routine.

  • uploaded carrep_grid.m from June 15 lecture. Base HW #2 on this.