Universität Wien

040068 UK Dynamic Macroeconomics with Numerics (MA) (2016S)

12.00 ECTS (6.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 35 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 03.03. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 04.03. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 09.03. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 10.03. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 16.03. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 17.03. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 18.03. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 06.04. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 07.04. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 08.04. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 13.04. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 14.04. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 15.04. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 20.04. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 21.04. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 22.04. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 27.04. 15:00 - 16:30 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 28.04. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 29.04. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 04.05. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Friday 06.05. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 11.05. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 12.05. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 13.05. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 18.05. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 19.05. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 20.05. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 25.05. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Friday 27.05. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 01.06. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 02.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 03.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 08.06. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 09.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 10.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 15.06. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 16.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 17.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Monday 20.06. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 21.06. 11:30 - 13:00 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 22.06. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 23.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 24.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Wednesday 29.06. 09:45 - 11:15 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
  • Thursday 30.06. 08:00 - 09:30 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß

Information

Aims, contents and method of the course

> The goal of this course is to get students familiar with the essentials of modern dynamic macroeconomic analyses: (1) Formulating dynamic macroeconomic models; (2) Solving the dynamic models either by analytical or numerical methods; and (3) Assessing the models' implications regarding the dynamics of aggregate economic time series. We will use mathematical and computational methods. In particular, the programming language MATLAB and the platform DYNARE will be introduced and used for computational purposes.

> Topics that will be covered include: optimal consumption-savings decisions; deterministic infinite-horizon macroeconomic models; the deterministic optimal growth model; the stochastic growth model; the RBC model; the New-Keynesian model; sovereign debt and default;

> Methods will include: Lagrangian approach; recursive approach; the contraction mapping theorem; value function iteration; policy function iteration; guess-and-verify approaches; log-linearization (Blanchard-Kahn procedure); estimation with maximum-likelihood methods; forecasting

Assessment and permitted materials

The assessment is based on active class participation (5%), problem sets (20%), a written midterm exam (35%) and a written final exam (40%). Exams will take the form of closed book exams.

Minimum requirements and assessment criteria

Examination topics

Reading list

Slides used in the lecture and additional material will be made available to students via the MOODLE platform

Association in the course directory

Last modified: Mo 07.09.2020 15:28