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Course materials for ECON407

  • Get a GitHub ID and use GitHub directly

Syllabus

See Syllabus for more details

Lectures

Primarily from QuantEcon Lecture Notes

  1. January 4th - Math Review and Finite Markov Chains
  2. January 9th - Julia Review Session
  3. January 12th - Continuation of Julia material and Finite Markov Chains
  4. January 16th - Finish Finite Markov Chains
    • Skip details of sections 2.3.5 and 2.7
  5. 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"
  6. January 23rd - Code examples from Linear Models, and in class office hours for assignment questions
  7. January 25th - Introduction to Dynamic programming with Discrete Dynamic Programming
  8. January 30th - Discrete Dynamic Programming
  9. February 1st - Shortest Paths and start McCall Job Search
  10. February 6th - Stochastic Optimal Growth
  11. February 8th - Code from McCall Job Search and Stochastic Optimal Growth
  12. February 13th - Go over Problem Set Solutions
  13. February 15th - Review of Discrete DP Code
  14. February 27th - Review of Code Examples and McCall Code and
  15. March 1st - Stochastic Optimal Growth
  16. March 6th - Optimal Growth Code and start Lake Model of Unemployment
  17. March 8th - Lake Model of Unemployment
  18. March 13th - Lake Model of Unemployment
  19. March 15th - Introduction to Asset Pricing
  20. March 20nd - Introduction to Asset Pricing
  21. March 22th - Lucas Asset Pricing Model
  22. March 27th - Go over Problem Set Solutions
  23. March 29th - CLASS CANCELLED
  24. April 3rd - Code for Lake Model of Unemployment
  25. April 5th - Code for Asset Pricing

Problem Sets

See Submitting Assignments for details on how to submit code, and how to name the files.

  1. Due January 25th - Assignment 1
  2. Due February 8th - Assignment 2
  3. Due March 8th - Assignment 3
  4. Due March 20th - Assignment 4
  5. Due April 12th - Assignment 5
  6. Due April 23rd - Final Project

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Course Materials for ECON407 in winter of 2018

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