Dynamic Macroeconomic Models
 Teacher(s): C.Cahn
 Course given in: English
 ECTS Credits: 6 credits
 Schedule: Autumn Semester 20192020, 4.0h. course (weekly average)
 séances
 course website
 Related programme: Master of Science (MSc) in Economics
[warning] This course syllabus is currently edited by the professor in charge. Please come back in a few days.  For your information only, here is the old syllabus :
ObjectivesThis course is an introduction to the concepts and techniques of quantitative macro modelling that are used in academics (teaching, research) and in many institutions (central bank, FMI, OECD). The course consists of lectures in which theoretical notions are presented, followed by practical sessions in the computer lab, where models are confronted to realworld data and situations. To this end, part of the sessions will be devoted to programming (e.g., MATLAB) and to specific softwares (e.g., Dynare). ContentsSession #1: Introduction References Adda, J., Cooper, R., 2003. Dynamic Programming: Theory and Applications, MIT press.  Cahn, C., 2014. Macroéconomie quantitative, Ellipses.  Canova, F., 2007. Methods for Applied Macroeconomic Research. Princeton University Press, Princeton.  Cooley, T., 1995. Frontiers of Business Cycle Research. Princeton University Press, Princeton.  Galí, G., 2008. Monetary Policy, Inflation and the Business Cycle: An Introduction to the New Keynesian Framework. Princeton University Press.  Hamilton, J., 1994. Time Series Analysis. Princeton University Press, Princeton.  Heer, B., Maussner, T., 2009. Dynamic General Equilibrium Modeling. Springer.  Ljungqvist, L., Sargent, T., 2004. Recursive Macroeconomic Theory. MIT Press.  Judd, K., 1998. Numerical methods in economics, MIT Press.  Romer, D., 2006.Advanced Macroeconomics, McGrawHill Publishers.  Stokey, N., Lucas, R.E., Prescott, E., 1989. Recursive Methods in Economic Dynamics. Harvard Univ. Press. Computer support  Dynare support: http://www.dynare.org  DSGE support: http://www.dsge.net/  QuantEcon: https://quantecon.org/  OCTAVE (alternative to MATLAB): https://www.gnu.org/software/octave/ EvaluationFirst attempt
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