Another French Biking Trip: Hubert Kempf, Pierre Granier, Pierre Cahuc, Russ Cooper, me
FIN 305: Financial Markets, Institutions, and Economic Activity, Spring 2012
ECO 392M: Computational Economics I, Fall 2010
Bewley Meets Huggett
- Handout on Huggett (1993)
- Handout on Dynamic Programming
- Problem Set 2, vfigrowthf07.m, hw2ns.f95, hw2ns_pablo.f95
- Answers Problem Set 2: hw2.zip
- Problem Set 3
- Answers Problem Set 3: ps3.zip
- Problem Set 4 , Notes for PS4, Code
- Answers Problem Set 4: ps4.zip
- Handout on Default Models
- Problem Set 4b
- Answers Problem Set 4b: ps4b.zip
- Handout on Huggett (1996)
- Problem Set 5, Input Files for Problem Set 5: F06Hzvec.txt, F06Hpimat.txt, F06Hyvec.txt, F06Hz1probvec.txt
- Answers Problem Set 5: ps5.zip
- Handout on Approximating an AR1
- Tauchen (1986, EL)
- Problem Set 6
- Answers Problem Set 6: ps6.zip
- Handout on Krusell-Smith (1998)
- Handout on Interpolation
- Problem Set 7: extranotes, interpolation.m, myspline.m, mylinspline.m, mylinear.m, mybisec.m, utility.m
- Answers Problem Set 7: ps7.zip
- Problem Set 8 : Krusell-Smith transition matrix
- Answers Problem Set 8: ps8.zip
- Handout on Meltzer-Richard (1981)
- Slides for Corbae, D'Erasmo, Kuruscu (2009): slides_Dean_UKn.pdf
- Problem Set 9: Determing Tax Rates and Transitions
- Answers Problem Set 9: PS9.zip
- Handout Firm Size Distribution Facts
- Handout on Hopenhayn (1992)
- Problem Set 10: Hopenhayn and Rogerson (1993)
- Answers Problem Set 10: PS10.zip
- Handout: Estimating Deep Parameters via GMM and SMM
- Problem Set 11: SMM
- Answers Problem Set 11: ps11.zip
- Problem Set 11old: Estimating Hopenhayn and Rogerson via SMM
- Answers Problem Set 11old: ps11old.zip
- Handout: Strategic Models of Firm Behavior
- Handout on computing search models of money
- Handout on private information application
- Handout on corporate finance application
- Final Project Part 1.
- Answers Final Project Part 1. finalpart1CompF09ans, computIfinal.m, computIFPlabordecision2.m, computIFPlabordecision3.m
- Final Project Part 2.
- Answers Final Project Part 2. obliviousequilibriumf09, oe_main.m, oe_stochastic_selloff.m, reac_fun.m
***************FALL 2007 CLASS************************
- Syllabus
- Problem Set 1
- Link to Rios-Rull (1997) Computation of Equilibria in Heterogeneous Agent Models
- Links to FRBQRs on the Distribution of Wealth, QR2121, QR2122, QR2631
- Handout with Inequality Data
- Handout on Huggett (1993)
- Handout on Dynamic Programming
- Problem Set 2, vfigrowthf07.m, hw2ns.f95, hw2ns_pablo.f95 , ps2compf07.m
- Handout on Measure Theory
- Problem Set 3
- Answers to PS#3
- Problem Set 4, Notes for PS4, Code
- Answers to PS#4: ps4compf07ans, huggett93.f95, computlhw4.m, computlhw4market.m, computlhw4mu.m, computlhw4VFI.m
- Problem Set 5, Input Files for Problem Set 5: F06Hzvec.txt, F06Hpimat.txt, F06Hyvec.txt, F06Hz1probvec.txt
- Answers to PS#5: PS5Compf07ans , huggett96.f95 , computIhw5.m, computIhw5IP.m, computIhw5market.m, computIhw5psi.m, computIhw5VFI.m
- Tauchen (1986, EL)
- Handout on Approximating an AR1
- Problem Set 6
- Answers to PS#6: PS6Compf07ans, computIhw6.m
- Handout on Interpolation
- Problem Set 7: Notes, interpolation.m, myspline.m, mylinspline.m, mylinear.m, mybisec.m, utility.m
- Answers to PS#7: PS7Compf07ans, computITAhw7.m, computITAhw7linear.m, computITAhw7spline.m, computITAhw7linspline.m,
- Problem Set 8: Krusell-Smith transition matrix
- Answers to PS#8: ksnotes.pdf, solutionksfinal.f90, computeIhw8.m, computeIhw8VFI.m, computeIhw8_bisec.m, computeIhw8_linear.m, computeIhw8_spline.m, computeIhw8_transmat.m, computeIhw8_utility.m,
- Problem Set 9
- Answers to PS#9: PS9CompF07ans.pdf, computIhw9market.m, computIhw9Step3F07.m, computIhw9VFI3rdStep.m, computIhw9VFI2ndStep.m, computIhw9step2.m, computIhw9step1.m, computIhw9mut.m, computIhw9mu.m, computIhw9VFI.m, onevotesol.F90
- Problem Set 10
- Answers to PS#10: PS10CompF07ans.pdf, HR1eqm.m
- Problem Set 11
- Answers to PS#11: PS11CompF07ans.pdf, hoprogerJ.m, hopenhaynrogersonSMM.m, hoprogerGenerate2.m, HRSMMstderrors.m
- Handout on Estimation. SMM files: SMMexample.m, smmJ.m, smmstderror.m, smmstderrorMC.m, smmgenerate.m Annealing files: simulan.m, crazy.m, trycrazy.m
- Handout on Strategic Models of Firm Entry
- Final Project
- Answers to Final: FinalCompF07sol.pdf, final.m, computIFPlabordecision2.m, computIFPlabordecision3.m, ep_sol1.F90
- ************OLD****************
- Problem Set 2
- Answers to Problem Set 2
- Problem Set 3
- Answers to PS#3: PS3CompF06sol, huggett93.f95
- Problem Set 4
- Input Files for Problem Set 4: F06Hzvec.txt, F06Hpimat.txt, F06Hyvec.txt, F06Hz1probvec.txt
- Answers to PS#4: PS4CompF06sol, huggett96.f95
- Tauchen (1986, EL)
- Handout on Approximating an AR1
- Problem Set 5
- Answers to PS#5: PS5Compf06 , solutionPS5.m , simu.m, pi_fun.m, markov_fun.m
- Problem Set 6, Krusell-Smith transition matrix
- Interpolation: Notes, inteporlation.m, myspline.m, mylinspline.m, mylinear.m, mybisec.m, utility.m
- Answers to PS#6: ksnotes.pdf, solutionksfinal.f90
- Political Economy Slides
- Problem Set 7
- Answers to PS#7: PS7CompF06sol.pdf, onevotesol.F90
- Link to Haltiwanger's Data on LRD
- Murat Tasci's Summary on JC/JD
- Handout on Hopenhayn (1992)
- Handout on Duopoly Problems (Pakes-Ericson 1995)
- Final Exam Problem
- Answers to Final Exam Problem: FinalComp06sol.pdf, ep_sol1.f90
- PREVIOUS CLASS:
- Answers to PS4: hw4key.m, RRGS2.txt,RA1.txt
- Link to Numerical Recipes http://lib-www.lanl.gov/numerical/index.html
- Answers to PS6: hw6key.m, hw6vfun_1.m, hw6vfun_3.m
- Answers to PS7: hw7key.m, hw7fun_1.m,hw7fun_2.m,hw7data.txt
- Problem Set 8, Transition Matrix
- Answers to PS8: hw8keynew.m,hw8vfunnew.m
- Problem Set 9, Data (hw9data1.txt)
- Answers to PS9: hw9key.m, hw9fun.m,NWweightmat.m
- Problem Set 10, Data (hw10data.txt),H-P Filter
- Answers to PS10:hw10key.m,hw10fun.m,hw10vfun.m
Econ 387: Banking and Financial Intermediation: Dynamic Contracts, Spring 2007
- New Syllabus
- Old Syllabus
- Problem Set 1
- Answers - PS#1
- Link to Townsend (JET, 1979)
- Problem Set 2
- Answers - PS#2
- Problem Set 3
- Answers - PS#3, Part 1
- Link to Thomas and Worrall (JET, 1992)
- Problem Set 4
- cheby_points.m
- Answers - Problem Set 4, Figures, Code: thomasworrall.m tw_cons.m value.m utility.m pmaxfun.m pminfun.m
- Handout on Thomas and Worrall, Figures
- Handout on Atkeson and Lucas
- Handout on Fernandez and Phelan
- Handout on Abreu, Pearce, and Stachetti
- Problem Set #5
- Answers - Problem Set 5, Figures, kocherlakota_new, value_kocher., util_kocher.m, cheby_points.m, kocher_cons.m
- Handout on Dynamic Taxation
- Summary by Goloslov, Tysvinski, and Werning
- Final Project: Computing APS, Paper on Computing Supergames by Judd, Yeltekin, and Conklin
- Answers Final Project: 387finalsp07sol.pdf, APS_sol.m, outer_fun.m, inner_fun.m
- **********SOME OLD STUFF********
- Problem Set 3
- Answers - PS#3
- Problem Set 4
- Answers - PS#4
- Problem Set #5
- Link to Wang (JET, 97)
- Problem Set #6
- Link to Christiano (01)
- Christiano programs (zipped)
- Problem Set #7
- Answers - PS #7: KCCD,KEQ1D,KEQ2D
- Link to Rios-Rull (FRBMinn Staff Report #231, 97)
- Problem Set #8
- Programs to compute version of Imrohoroglu (JEDC, 1992): eco387vfi.m, eco387ss.m
- Programs to implement Imrohoroglu using Chebyshev Polynomials: eco387vf_cheb, Tmap, Cheby_points1, Vfun1, Vfun2
- Final Project
- Answers to Final Project: Privinfo,Cheby_points,Cost,PIconstraints,Util,Valfun
Econ 387: Macro II, Spring 2011 Review Session
Midterm Exam
Final Exam
- Syllabus
- Handout: Data Facts
- H-P Filter
- Problem Set #1
- Answers to Problem Set #1: GNPn.txt, PNFIC1n.txt, ps1n.m
-
- Handout: A Primer on Solving a Real Business Cycle Model
- Some matlab files to solve the simple RBC Model in the previous handout: ss.m, RBC.m
- Problem Set #2
- Answers to Problem Set #2
- Handout: A Primer on Solving an RBC Model by Christiano's Method of Undetermined Coefficients
- Problem Set #3
- Answers to Problem Set #3
- Hansen (1985) paper
- Handout: Hansen's Indivisibilities model
- Problem Set #4
- Answers to Problem Set #4
- Cooper's Handouts on Overlapping Generations: cooperog06, cooperogree, coopermb1006
- Problem Set on OG
- Answers to Problem Set on OG
- Handout: Matching Models of Unemployment
- Handout: Complete Markets
- Handout: Markov Processes
- Problem Set #5
- Answers to Problem Set #5: Part 1, Part 2
- Midterm Exam Answers Spring 2011
-
- Midterm Exam Answers Spring 2006
- Midterm Exam Answers Spring 2005
- Midterm Exam Answers Spring 2004
- Midterm Exam Answers Spring 2003
- Handout: Asset Pricing
- Problem Set #6
- Answers to Problem Set #6
- Handout: A Primer on Recursive Competitive Equilibrium
- Handout: A Primer on Dynamic Programming
- Problem Set #7, Program: vfigrowth.m
- Answers to Problem Set #7
- Problem Set #8
- Answers to Problem Set #8
- Handout: Intro to Government Commitment Problems
- Problem Set #9
- Answers to Problem Set #9
- Handout: The Optimal Mix of Distortionary Taxation with Commitment
- Problem Set #10
- Answers to Problem Set #10
- Handout: Timing of Taxation
- Handout: Cash-in-Advance Models
- Problem Set #11
- Answers to Problem Set #11
- Handout: Spatial Models of Money
- Handout: Banking
- Problem Set #12
- Answers to Problem Set #12
- Final Exam Answers Spring 2008
- Final Exam Answers Spring 2006
- Final Exam Answers Spring 2005
- Final Exam Answers Spring 2004
- Final Exam Answers Spring 2003
- **********OLD CLASS****************
- Syllabus
- Handout: Data Facts
- H-P Filter
- Problem Set #1
- Answers to Problem Set #1
- Handout: VMAs vs VARs
- Problem Set #2
- Hints for Problem Set #2
- Answers to Problem Set #2
- Some matlab files to solve the simple RBC Model in the previous handout: ss.m, RBC.m
- Problem Set #3
- Answers to Problem Set #3
- Handout: A Primer on Solving an RBC Model by the Method of Undetermined Coefficients
- Problem Set #4
- Answers to Problem Set #4
- Handout: Simulatated Method of Moments
- Problem Set #5
- Simulated Method of Moments programs: EYdd.m, EYds1.m, smons.m, smmhwhandout.pdf
- Handout: Increasing Returns and Growth
- Problem Set #6
- Answers to Problem Set #6
- Handout: Generalized Method of Moments
- Problem Set #7: hw7bdata1.txt, GMM.zip, GMMNotes.pdf
- Answers to Problem Set #7
- Handout: Equity Premium Puzzle
- Handout: A Primer on Markov Processes
- Problem Set #8
- Answers to PS#8
- Handout: A Primer On Existence of Competitive Equilibrium in Infinite Dimensional Sequence Problems
- Handout: A Primer on Recursive Competitive Equilibrium
- Handout: A Primer on Dynamic Programming
- Problem Set #9. Program: vfigrowth.m
- Answers to Problem Set #9
- Problem Set #10
- Answers to Problem Set #10
- Handout: Simple Statement of Government Commitment Problems
- Handout: A Primer on Dynamic Ramsey Taxation
- Problem Set #11
- Answers to Problem Set #11
- A Primer on Tax Wedges
- Handout: Tax Smoothing
- Problem Set #12
- Answers to Problem Set #12
- Handout: C-I-A constraints
- Handout: Search Models of Money
- Problem Set #13
- Handout: Turnpike Models
- Handout: Banking
Econ 387: Macro II, Spring 2009
Econ 387: Macro I, Fall 2008
ECO397: Open Economy Macroeconomics
ECO392M: Seminar in Quantitative Economics
Econ 387L.13: Mathematical Economics, Fall 2002
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