Graduate Macro Theory II

ECON 60202
Spring 2012

Syllabus: link

Notes:

    Time series: pdf
    AR(p) to vector AR(1) and computing IRFs: pdf
    Neoclassical growth model: pdf
    Value function iteration: pdf
    Log linearization: pdf
    Approximating solutions to DSGE models via log linearization: pdf
    RBC model: pdf
    Using Dynare: pdf
    Calibration and Quantitative Evaluation of RBC: pdf
    RBC Extensions: pdf
    Investment: pdf
    New Keynesian: pdf
    Determinacy with Interest Rate Rules: pdf
    Optimal Monetary Policy: pdf

Problem sets:

    PS #1: pdf
    PS #2: pdf
    PS #3: pdf
    PS #4: pdf
    PS #5: pdf
    PS #6: pdf
    PS #7: pdf
    PS #8: pdf