Teaching

Macroeconomics tutorials (2022-2023) - PhD in Economics, Universities of Milan and Pavia:

1. Model solution, log-linearization and BK conditions 

   • Blanchard-Kahn Matlab example (deterministic)

   • Blanchard-Kahn Matlab example (stochastic)

   • Method of undetermined coefficients

2. RBC problem set

   • Matlab code 

3. (Some) NK model derivations

4. Introduction to Dynare

   • Dynare examples: a, b, c, d

   • Matlab code: true vs approximated solution

5. Introduction to Bayesian estimation

6. Estimation of DSGE models

7. NK problem set (part 1)

   • Undetermined coefficients example

8. Financial frictions in an estimated DSGE model

9. Value function iteration

   • Matlab codes

10. Aiyagari solution and algorithm