Advanced Macro: ECON8860

Brief Description:

This course consists of two parts. The first part introduces tools for solving and estimating linearized, full-information, dynamic stochastic general equilibrium (DSGE) models. Students will develop tools in matlab to solve and estimate medium-scale DSGE models using several approaches. Part two of the course explores alternatives to the full-information, rational expectations paradigm.

Course Syllabus:

Linked here. The syllabus includes an updated list of readings.

Office Hours:

Wednesdays: 1:30pm to 3:00pm. Please sign up here for office hours!

Problem Sets:

Problem Set 1: Due September 11, 2018 PS1 Solutions

Problem Set 2: Due October 2, 2018


Other Resources

RBC example 1: linearization using Matlab's symbolic toolbox