Makoto Nakajima: Notes

Notes on Computational Methods for Macroeconomics

Below is a set of notes that I used when I was teaching the course at UIUC. Please note that there are (possibly numerous)  typos and mistakes in the notes (that's what David Wiczer told me). I am planning to write a significantly extended version of these notes, covering also recent developments in the field, with all the codes (in Julia) available. Please send me comments, requests, or encouragements!












17. (Access Restricted) Solving heterogeneous agent model: Krusell and Smith (JPE1998) with labor supply choice

18. (Access Restricted) Solving heterogeneous agent model: Krusell and Smith (MD1997) with two types of assets

19. (Access Restricted) Solving heterogeneous agent model: limited commitment

20. (Access Restricted) Solving models with sovereign defaults: Arellano (AER2008)

21. (Access Restricted) Solving heterogeneous agent model: equilibrium bankruptcy: Chatterjee et. al. (ECO2007)


Notes on Message Passing Interface (MPI)

Below are the materials that I used to give lectures on practical introduction on message passing interface (MPI), with a focus on solving macroeconomic models using parallel cluster.


2. Sample code: Aiyagari model (f90, serial version, using discretization)

3. Sample code: Aiyagari model (f90, MPI version, using discretization)