Quantitative Methods in Macroeconomics
PhD Course, Fall 2002
- Problem set 1 is at the end of Lecture Notes 1. A number of students have
asked to hand it in later. This is ok, but I recommend that you try to hand
it in on September 5.
- You need to have access to a computer with Matlab, Gauss, or Octave. I use
Matlab, and I recommend that you do too, if possible. The SSE has a site
licence for Gauss (see IT Support pages). For information about Matlab and
Gauss, see Paul Söderlind's
- You need an equation solver for problem set 2. If you have the
optimization toolbox for Matlab, you have fsolve. There is also a version of
fsolve in Octave. If you do not have the optimization toolbox, you can e.g.
use csolve.m (written by Chris Sims).
- Exercise 3 due on Tuesday September 24, 10.15.
- Exercise 4 (in Lecture Notes 3) due on Tuesday October 1, 10.15.
- Exercise 5 due on Tuesday October 8, 10.15.
- No lecture notes will be published for lectures 7-8.
Lecture Notes 1
Lecture Notes 2
Lecture Notes 3
Lecture Notes 4
Lecture Notes 5
Programs used in exercises
Solutions to selected exercises
Exercise 3 a (pdf)
deaton.m (Exercise 5, approach (a))
Growth model: linear-quadratic method (LN 2)
Growth model: discrete state-space method (LN 3)
Growth model: piecewise linear decision rule method
Coconut model (LN 3)
Code to generate Markov chain that approximates an AR(1) process