Las referencias con un asterisco son complementarias.
PARTE 1: Elementos Matemáticos y Computacionales
Semana 1 y 2: Programación Dinámica: tiempo discreto
· Adda, J. and Cooper, R. (2003). Dynamic Economics. Cap. 2
· Stokey, N. and Lucas, R. (1989). Recursive methods in economic dynamics. Cap. 4 y 9.
· Sargent, T. and Stachurski, J. (2024). Dynamic programming. Vol. 1.
· (*) Tanaka, k. and Toda, A. (2013) Discrete approximations of continuous distributions by maximum entropy
· Thomas F. Cooley and Edward C. Prescott (1995)
Semana 3: Métodos de Máxima Entropía y Programación Dinámica
· Jacobo, J. (2024) A probabilistic theory of dynamic social order
· (*) Jaynes, E.T. (1957). Information Theory and Statistical Mechanics
Notas de clase (Comp.)
PARTE 2: Modelos de Consumo y Ahorro
Semana 4, 5 y 6
· Adda, J. and Cooper, R. (2003). Dynamic Economics. Cap. 5
· (*) Baumeister, C. and Hamilton, J. (2020)
· Cooley, T (1995) Frontiers of business cycle research. Princeton: Princeton University Press
· Jacobo, J. (2024) A probabilistic theory of dynamic social order
Taller 2
PARTE 3: Modelos de Inversión
Semana 7, 8 y 9
· Adda, J. and Cooper, R. (2003). Dynamic Economics. Cap. 8
· Aligoskoufis, G. (2019) Dynamic macroeconomics. Cap. 11.
· (*) Baumeister, C. and Hamilton, J. (2020)
· Cooper, R. and Haltiwanger, J. (2006). On the nature of capital adjustment costs.
· Jacobo, J. (2024) A probabilistic theory of dynamic social order
· Khan, A. and Thomas, J. (2008). Idiosyncratic shocks and the role of nonconvexities in plant and aggregate investment dynamics.
Taller 3
PARTE 4: Modelos de Desempleo
Semana 10 y 11: Modelo de McCall
· Ljungqvist, L. & Sargent, T. (2012) Cap. 6.
· Sargent, T. and Stachurski, J. (2024). Dynamic programming. Vol. 1.
Taller 4
Semana 11 y 13: Modelo de Desempleo de Diamond-Mortensen-Pissarides
· Bowles, Sam. (2004). Microeconomics. Behavior, institutions and evolution. Ch. 8.
· Cahuc, Carcillo and Zylberberg (2014). Cap. 7, 9 10.
· (*) Osborne, M. and Rubinstein, A. (1990). Bargaining and markets. Ch. 3, 4.
· (*) Petrosky-Nadeau and Zhang (2017)
· (*) Shaked, A. and Sutton, J. (1984). Involuntary unemployment as a perfect equilibrium in a bargaining model.
Taller 5
Semana 13 y 14: Demanda de Trabajo con Costos de Ajuste
· Adda, J. and Cooper, R. (2003). Dynamic Economics. Cap. 8
· (*) Caballero, R. , Engel, E. and Haltiwanger, J. (1997) . Aggregate employment dynamics: Building from microeconomic evidence.
· (*) Cooper, R., Haltiwanger, and Willis (2007) Search frictions: Matching aggregate and establishment observations.
Taller 6
Trabajo final
Semana 15 y 16: Macroeconomía y Trampas de Pobreza