390016 UK PhD-VGSE: Advanced computational methods for Macroeconomics (2014S)
Prüfungsimmanente Lehrveranstaltung
Labels
Room 3.307, 3rd Floor, Oskar-Morgenstern-Platz 1, 1090 Vienna
Schedule:
March 6, Thursday, 10-12:30
March 14, Friday, 10-12:30
March 17, Monday, 10-12:30
March 20, Thursday, 10-12:30
March 24, Monday, 10-12:30
March 28, Friday, 10-12:30
March 31, Monday, 10-12:30
April 3, Thursday, 10-12:30
April 10, Thursday, 10-12:30Please contact Maarten Janssen (maarten.janssen@univie.ac.at) to register for this course. To attend this course you should have the required background knowledge, be ambitious in progressing with your research, and participate actively in class.
Schedule:
March 6, Thursday, 10-12:30
March 14, Friday, 10-12:30
March 17, Monday, 10-12:30
March 20, Thursday, 10-12:30
March 24, Monday, 10-12:30
March 28, Friday, 10-12:30
March 31, Monday, 10-12:30
April 3, Thursday, 10-12:30
April 10, Thursday, 10-12:30Please contact Maarten Janssen (maarten.janssen@univie.ac.at) to register for this course. To attend this course you should have the required background knowledge, be ambitious in progressing with your research, and participate actively in class.
An/Abmeldung
Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").
- Anmeldung von Mo 17.02.2014 09:00 bis Di 25.02.2014 16:00
- Abmeldung bis Fr 14.03.2014 23:59
Details
max. 24 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine
Zur Zeit sind keine Termine bekannt.
Information
Ziele, Inhalte und Methode der Lehrveranstaltung
Art der Leistungskontrolle und erlaubte Hilfsmittel
Mindestanforderungen und Beurteilungsmaßstab
Prüfungsstoff
Literatur
The course will focus on the following four papers:
1. Jasmina Hasanhodzic, Laurence J. Kotliko: "Generational Risk is it a Big Deal?
Simulating an 80-Period OLG Model With Aggregate Shocks"
2. Per Krusell, Toshihiko Mukoyama, Richard Rogerson, Aysegul Sahin: "Gross Worker
Flows over the Business Cycle"
3. Lawrence J. Christiano, Martin S. Eichenbaum, Mathias Trabandt "Unemployment and
Business Cycles"
4. Mark Gertler and Nobuhiro Kiyotaki: "Banking, Liquidity and Bank Runs in an Innite
Horizon Economy"
We will read other papers which help us understanding the above four:
Diamond, D., and Dybvig, P., 1983. "Bank Runs, Deposit Insurance, and Liquidity".
Journal of Political Economy 91, 401-419.
Gertler, M., and Kiyotaki, N., 2010. "Financial Intermediation and Credit Policy in
Business Cycle Analysis." In Friedman, B., and Woodford, M. (Eds.), Handbook of
Monetary Economics. Elsevier, Amsterdam, Netherlands.
Hall, Robert E. and Paul R. Milgrom, 2008, The Limited In
uence of Unemployment
on the Wage Bargain,The American Economic Review,98(4),pp.1653-1674.
Kenneth L. Judd, Lilia Maliar, Serguei Maliar: "A Cluster-Grid Projection Method:
Solving Problems with High Dimensionality", NBER Working Paper No. 15965
Krusell, P., T. Mukoyama, R. Rogerson, and A. Sahin, "A Three State Model of Worker
Flows in General Equilibrium, Journal of Economic Theory 146 (2011), 11071133.
1. Jasmina Hasanhodzic, Laurence J. Kotliko: "Generational Risk is it a Big Deal?
Simulating an 80-Period OLG Model With Aggregate Shocks"
2. Per Krusell, Toshihiko Mukoyama, Richard Rogerson, Aysegul Sahin: "Gross Worker
Flows over the Business Cycle"
3. Lawrence J. Christiano, Martin S. Eichenbaum, Mathias Trabandt "Unemployment and
Business Cycles"
4. Mark Gertler and Nobuhiro Kiyotaki: "Banking, Liquidity and Bank Runs in an Innite
Horizon Economy"
We will read other papers which help us understanding the above four:
Diamond, D., and Dybvig, P., 1983. "Bank Runs, Deposit Insurance, and Liquidity".
Journal of Political Economy 91, 401-419.
Gertler, M., and Kiyotaki, N., 2010. "Financial Intermediation and Credit Policy in
Business Cycle Analysis." In Friedman, B., and Woodford, M. (Eds.), Handbook of
Monetary Economics. Elsevier, Amsterdam, Netherlands.
Hall, Robert E. and Paul R. Milgrom, 2008, The Limited In
uence of Unemployment
on the Wage Bargain,The American Economic Review,98(4),pp.1653-1674.
Kenneth L. Judd, Lilia Maliar, Serguei Maliar: "A Cluster-Grid Projection Method:
Solving Problems with High Dimensionality", NBER Working Paper No. 15965
Krusell, P., T. Mukoyama, R. Rogerson, and A. Sahin, "A Three State Model of Worker
Flows in General Equilibrium, Journal of Economic Theory 146 (2011), 11071133.
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Mo 07.09.2020 15:46
cycles and crises. The aim is to understand the economic theory behind it, but also to go as
far as possible in replicating the results of the papers. All the papers use simulation methods
to derive their results. We will use Matlab and some of my own programs to solve these
models. Some prior experience with Matlab would be very helpful.