This is a workshop run by students at NYU. The course material will roughly follow the Quantitative Macroeconomics course taught by Gianluca Violante at NYU in 2014 and 2015.
Each lecture will last up to, but not necessarily all of, two hours. We will book a room for the dates listed below and meet in that room each week. In order to assist with understanding the materials, each lecturer will try to provide a few exercises that are linked to the lecture. There is no obligation to do any of the exercises, but we think a large part of the benefit will come from practicing the topics that are discussed.
The focus of the workshop will be tools needed to solve macroeconomic models (with a particular emphasis on models with heterogeneity). Since we will mostly be focusing on the tools, we expect that people will come with some limited amount of programming experience (it is ok if you don’t have very much prior experience — the goal is to pick it up more experience through learning by doing). If you haven’t had much previous experience, it may be helpful to choose a language, install it, and learn how to do some basic things. One way to do this would be to follow the QuantEcon lectures for either Julia or Python. If you prefer MATLAB then you may try googling "introduction to matlab for economists" and seeing what you can find.
Current schedule is listed below. Dates are subject to change as needed.
| Month | Day | Topic |
|---|---|---|
| June | ||
| 22 | Intro/Tools 1 | |
| 26 | Tools 2 | |
| 29 | DSGE + Perturation Methods | |
| July | ||
| 6 | Income Fluctuation Problem + Iterative Methods | |
| 13 | Continued | |
| 20 | Continued + Models with Illiquid Assets | |
| 27 | Aiyagari Model + Dealing with Distributions | |
| August | ||
| 3 | Krussel-Smith | |
| 10 | Reiter Method | |
| 17 | Continuous Time | |
| 24 | Computational Topics (Parallel Programming etc...) |