Course materials for ECON407
- Get a GitHub ID and use GitHub directly
See Syllabus for more details
Primarily from QuantEcon Lecture Notes
- January 4th - Math Review and Finite Markov Chains
- January 9th - Julia Review Session
- Start going through Learning Julia
- Make sure to go through the Julia Instructions for our setup suggestions (although could also go through and instructions instead of the Setting up Julia in QuantEcon)
- Make sure you go through Introductory Example and Julia Essentials and Vectors, Arrays, and Matrices
- January 12th - Continuation of Julia material and Finite Markov Chains
- January 16th - Finish Finite Markov Chains
- Skip details of sections 2.3.5 and 2.7
- January 18th - Linear Models
- 2.5.2: skip "Seasonals, Time Trends, and Moving Average Representations"
- 2.5.3: skip "Joint Distributions, and Autocovariance Functions"
- 2.5.4: skip "Covariance Stationary Processes"
- 2.5.5: skip all
- 2.5.6: skip "Covariance of Prediction Errors"
- January 23rd - Code examples from Linear Models, and in class office hours for assignment questions
- January 25th - Introduction to Dynamic programming with Discrete Dynamic Programming
- January 30th - Discrete Dynamic Programming
- February 1st - Shortest Paths and start McCall Job Search
- February 6th - Stochastic Optimal Growth
- February 8th - Code from McCall Job Search and Stochastic Optimal Growth
- February 13th - Go over Problem Set Solutions
- February 15th - Review of Discrete DP Code
- February 27th - Review of Code Examples and McCall Code and
- March 1st - Stochastic Optimal Growth
- March 6th - Optimal Growth Code and start Lake Model of Unemployment
- March 8th - Lake Model of Unemployment
- March 13th - Lake Model of Unemployment
- March 15th - Introduction to Asset Pricing
- March 20nd - Introduction to Asset Pricing
- March 22th - Lucas Asset Pricing Model
- March 27th - Go over Problem Set Solutions
- March 29th - CLASS CANCELLED
- April 3rd - Code for Lake Model of Unemployment
- April 5th - Code for Asset Pricing
See Submitting Assignments for details on how to submit code, and how to name the files.