Homepage for Economics 7710 Fall 2008
Homework
Midterm 1
Codes
- Ch 2 of DeJong: ch2ex1.m and ch2ex1F.m,
finds steady state for simple macro model.
- Ch 2 of DeJong: ch2ex2.m,
finds steady state for simple macro model using newtons method.
- Ch 2 of DeJong: ch2ex3.m,
finds equilibrium solutions for simple macro model using Kleins and Uhligs.
- Ch 3 of DeJong: ch3ex1.m,
simulates different types of trends.
- Ch 4 of DeJong: ch4ex1.m,
shows how to write consumptions solution as a VAR.
- Ch 4 of DeJong: ch4ex2.m,
estimates a VAR by ML and Bayesian Methods.
- Ch 4 of DeJong: ch4ex3.m,
computes the covariance structure for the theory of chapter 2.
- Ch 8 of DeJong: ch8ex1.m, and
ch8ex1F.m,
solves, by newton-raphson method, a numerical maximization problem.
- Ch 8 of DeJong: ch8ex2.m, and
ch8ex2F.m,
solves, by newton-raphson method, a maximum likelihood problem.
- Ch 7 of DeJong: ch7ex1.m,
ch7ex1F.m, and
ch7ex1FF.m,
estimates, by GMM, a macro model.
- Ch 7 of DeJong: ch7ex2.m,
ch7ex2F.m,
ch7ex2FF.m, and
ch7ex2FFF.m,
estimates, by GMM, a macro model and computes optimal omega matrix
Aux Codes
- Ch2 Dejong: solab.m,
Klein's method.
- Ch2 Dejong: solvem.m,
Uhlig's method.
- Ch3 Dejong: rbc1.txt,
rbc data from DeJong.
- Ch3 Dejong: hpfilter.m,
HP filter code.
- Ch3 Dejong: bpass.m,
Band Pass filter code.
- Ch3 Dejong: dlyap1.m,
compute Lyanupov solution.
- Ch8 Dejong: fdjac.m,
finite difference jacabian.
- Ch8 Dejong: fdhess.m,
finite difference hessian.
- Ch7 Dejong: ch7ex1.dat,
data for GMM examples.
Lecture Notes
Papers
- DeJong's webpage: Stuctural Macro.
- Chari, Kehoe, and McGrattan: ckm.pdf, "Sticky Price Models of the Business Cycle: Can the
Contract Multiplier Solve the Persistence Problem?"
Class Emails