Quantitative Macro
Quantitative Macroeconomics with Heterogeneity - Syllabus
-
Introduction
-
Household Heterogeneity
- Motivation
- Bewley-Huggett-Aiyagari-Imrohoroglu Model
- Aiyagari: Computational Details
[Notebook and Code for the solution using EGM (in Julia)]
[Notebook and Code for the solution using EGM (in Python / Jupyter Notebook)]
[Notebook and Code for the solution using VFI (in Julia)] - Life Cycle Economies
- Transition Dynamics and Agg. Uncertainty
[Transition Dynamics and IRF Simulation using Boppart-Krussell-Mitman (in Julia)]
[Krusell-Smith using Sequence-Space Jacobian (in Python)] - HANK: Monetary Policy (KMV, 2018)
- HANK: Fiscal Policy (ARS, 2018)
-
Firm Heterogeneity
-
Calibration and the Use of Data in Macro