Wouter J. den Haan - Teaching notes & slides




2018 Summer Courses "Tools for Macroeconomists"


August 20-24: The essentials course


August 27-31: The advanced course


Click here for more information
(Those webpages are based on the 2017 courses and there may be some changes in the 2018 courses)



Getting started with DSGE models:

Notes:
  • Dynamic Optimization Problems: basic stuff on getting first-order conditions, transversality conditions, state variables, and dynamic programming.
  • Equilibrium Models: continuation but now using equilibrium infinite-horizon (mainly monetary models) and OLG models

Slides:

Empirical macro:

Notes:
Slides:

Numerical methods

Notes: Slides:

Bayesian estimation

Slides:

Dynare

Slides: Software:
  • programs related to solving and estimating with Dynare
Underlying theory:
  • In the numerical methods section, there are notes and slides on the theory of perturbation and Blanchard-Kahn conditions


Learning and bounded rationality

Slides: