Mini-Course in Dynamic Programming and
Applications in Macroeconomics
Instructors: Borghan Nezami Narajabad, Faezeh Raei, Maryam Saeedi, Ali Shourideh
The announcements and reading materials for the mini-course will be posted here.
Announcement
I have posted Chapter 6 of Per Krusell's book as well as a link to his whole book. The Kydland Prescott paper is updated.
Faezeh's notes are posted.
Materials
Notes (Ali)
Problem Set 1 (Maryam)
Notes (Faezeh)
Per Krusell's book, Chapter 6
Rogerson, Shimer, Wright. "Search Theoretic Models of Labour Market - A Survey"
Hansen, Singleton. "Generalized Instrumental Variables: Estimation of Non-linear Rational Expectation Models"
Kydland, Prescott. "Time to Build and Aggregate Fluctuations"
King, Plosser, Rebelo. "Production, Growth, Business Cycles I. The Basic Neoclassical Model"
Christiano, Eichenbaum. "Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations"