Chris Edmond

University of Melbourne Courses

This material is no longer actively maintained. Notes and programs may contain typos or more serious mistakes. Use at your own risk.

316-406 Advanced Macroeconomic Techniques (4th year/Masters/PhD) Semester 2, 2004.

Syllabus

Note 1a: Solow model
Note 1b: Linear differential and difference equations
Note 1c: Linearizations
Note 2a: Optimal growth model
Note 2b: Systems of difference equations
Note 3a: Dynamic programming and the growth model
Note 4a: Stochastic difference equations
Note 4b: Markov chains
Note 4c: Computations and simulations for Markov chains
Note 5a: Stochastic growth model
Note 5b: Stochastic dynamic programming
Note 5c: Numerical dynamic programming
Note 6a: Consumption-based asset pricing
Note 6b: Equity premium puzzle
Note 7a: Incomplete markets
Note 7b: Aiyagari's model

Matlab introduction
Markov Simulations
Markov Chain Example
Stochastic GDP Growth Example
Uhlig's solve.m
Uhlig's options.m
Dynamic Programming Example

Problem Set 'Zero': Solutions,Matlab Code
Problem Set #1: Solutions, Matlab Code
Problem Set #2: Solutions, Matlab Code
Problem Set #3: Solutions, Matlab Code
Problem Set #4: Solutions, Matlab Code
Problem Set #5:

Midsemester Exam Sample Questions
Midsemester Exam: Solutions

Final Exam Sample Questions: Solutions
Final Exam: Solutions

Other courses:
316-466 Monetary Economics (4th year)
316-632 International Monetary Economics (Masters/PhD)