UC Davis (2022-)
Topics in International Macro-Finance (PhD, Updated 2024)
Lecture 1: Introduction
Lecture 2: Complete Markets Model
Lecture 3: FX Puzzles
Lecture 4: No-Arbitrage Approach
Lecture 5: Exchange Rates and Portfolio Accounting
Lecture 6: Incomplete Markets
Lecture 7: International Bond Pricing
Lecture 8: CIP Deviations
Computational Methods (PhD)
Lecture 1: Introduction
Lecture 2: Functional Approximation and Non-Linear Equations
Leture 4: Value Function Iteration and Stochastic Growth Model
Lecture 5: Projection Methods and Iteration Schemes
Lecture 6: Heterogeneous Agent Models and Algorithms
Problem Sets:
Problem Set 1 [Answers]
Problem Set 2 [Answers]
Problem Set 3 [Answers]
Problem Set 4 [Answers]
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International Macroeconomics.
Visiting Lecturer, London School of Economics (2018-19, MSc EC421)
Lecture 1: Trade in Assets
Lecture 2: Macroeconomic interdependence and transmission (i)
Lecture 3: Macroeconomic interdependence and transmission (ii)
Lecture 4: Financial Imperfections and Crises
Lecture 5: Nominal Exchange Rates
Problem Sets:
Problem Set 1 [Answers]
Problem Set 2 [Answers]
Problem Set 3 [Answers]
Problem Set 4 [Answers]
Problem Set 5 [Answers]
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University of Cambridge (2017-2020)
PhD21: Computational Methods.
Week 1 (Tools):
Week 2 (Pertubation):
Week 3 (Projection):
Week 4 (Heterogeneous Agents)
Week 5 (HA in Continuous Time)
ECN 101 Intermediate Macroeconomic Theory