Wouter J. den Haan - Teaching notes & slides




2017 Summer Courses "Tools for Macroeconomists"


August 14-18: The essentials course


August 21-25: The advanced course


Click here for more information




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: