Teaching
Teaching
503: Macroeconomics (1st year Ph.D. course)
529: Money, Finance & Macroeconomics With Agent Heterogeneity (2nd year Ph.D. course)
416/516: FinTech (Masters/undergraduate course)
Reading Groups
I run a reading group on Macroeconomics, Money and Finance with Moritz Lenel. The website for the reading group can be found here.
503: Macroeconomic Materials
Syllabus: here
Lecture 1: Deterministic Dynamic Programming: Concepts and Examples: lec01.pdf
Lecture 2: Deterministic Dynamic Programming: Theory: lec02.pdf
Lecture 3: Markov Chains and Stochastic Bellman Equations: lec03.pdf
Lecture 4: Search and Unemployment: lec04.pdf
Lecture 5: Recursive (Partial) Equilibrium and Rational Expectations: lec05.pdf
Lecture 6: Equilibrium with Complete Markets: lec06.pdf
Lecture 7: Consumption Based Asset Pricing: lec07.pdf
Lecture 8: Overlappings Generations (OLG) Model: lec08.pdf
Lecture 9: The (Decentralized) Neoclassical Stochastic Growth Model: lec09.pdf
Lecture 10: Optimal Government Policy: lec10.pdf
Class discussion on “Econometric Policy Evaluation: A Critique” (1976) by Robert E. Lucas, Jr. discuss01.pdf
Class discussion on "The Computational Experiment: An Econometric Tool" (1996) by Finn E. Kydland and Edward C. Prescott and "The Empirical Foundations of Calibration” (1996) by Lars Peter Hansen and James J. Heckman. discuss02.pdf
Class discussion on "Chapter 10: A Methodological Breach" in A History of Macroeconomics: From Keynes to Lucas and Beyond (2016) by De Vroey. discuss03.pdf
529: Money, Finance & Macroeconomics With Agent Heterogeneity
Syllabus: here