Advanced Topics in Macro-Finance
Part 1 - Introduction and Theory
Lecture notes: 1. Introduction, 2. RBC model, 3. NK model, 4. Intro to DSGE models with financial frictions, 5. CE model, 6. CSV model, 7. Jermann and Quadrini (2012, AER), 8. Azariadis, Kaas, and Wen (2016, RESTUD)
Matlab Code of RBC model without physical capital
Homework Assignment 1 - Solutions to RBC model with physical capital, Solutions to NK model with physical capital
Homework Assignment 2 - Solutions
Part 2 - Aggregate Evidence
Lecture notes: 1. Introduction to SVARs, 2. SVAR identification, 3. Bootstrap
Matlab Code of Cholesky identification
Homework Assignment 3 - Solutions
Part 3 - Cross-sectional Evidence
Stata Code
Homework Assignment 4
Final Project