Solving, Simulating and Estimating Nonlinear DSGE Models

Two-day mini course. Topics include policy function iteration, nonlinear impulse response functions, simulated method of moments, Matlab Executable (MEX) functions, parallel processing, and an introduction to high performance computing.

Mathematical Economics

First semester graduate-level course. Topics include single and multiple variable calculus, linear algebra, concavity and convexity, constrained optimization, comparative statics, and linear difference equations.

Macroeconomic Theory

Second semester graduate-level course. In the first half of the course, students study economic fluctuations and develop intuition about what drives these fluctuations through Real Business Cycle models. In the second half of the course, students learn how to analyze monetary and fiscal policy. This section begins with perfectly competitive models with flexible wages and prices and then moves toward monopolistically competitive models with real and nominal rigidities.