Below are some lecture slides, problem sets, datasets, and more. All organized by topic.
Models, Data, and Economics (Slides, ProblemSet, EmpRate55to64.csv, UnempRate15to24.csv, BasicNK_simul.csv, Extra1)
Optimization, Lagrangians, and Stochastics (Slides, ClassNotes, StochasticsNotation, Problem Set, Hall1978_Consumption.csv)
Basic Real Business Cycle model: 1. Measuring Booms and Recessions (includes calibration; Slides1, ProblemSet1; BusCycStats_Data_AA.csv: AU, DE, ES, NZ, US; Measuring Recessions – Incomplete)
Basic Real Business Cycle model: 2. Failures and Successes (includes numerical solution; Slides2, ProblemSet2; BasicRBC_SocialPlanner (mod-file))
Basic New-Keynesian model: 1. Money and Inflation (Slides1, ProblemSet1; Measuring the Effects of Monetary Policy handout (with Q), Phillips Curve handout; EffectOfMonetaryPolicy_SVARdata.csv)
Basic New-Keynesian model: 2. Monetary Policy (Slides2, ProblemSet2; EstimTaylorRule_Data_AA.csv: AU, EZ, NZ, UK, US)
Topics A:
- Other Monetary: Fiscal Theory of the Price Level (Slides, OMT handout); Bank Runs, Lender-of-Last-Resort (Slides, MiniProblemSet).
- Unemployment (Slides, Dashboard, MiniProblemSet, ProblemSet)
- Fiscal Policy: Government Debt, Fiscal Stimulus, Austerity (Slides)
- Heterogeneity and Inequality (Slides)
Topics B:
- Estimation of Structural Models. Especially Bayesian (Slides)
- Fiscal Multipliers and Identification (Slides)
- Unemployment (Slides, Dashboard, MiniProblemSet, ProblemSet)
- Heterogeneity and Inequality (Slides)
Topics C:
- Estimating Impulse Response Functions by Local Projection (Slides, Problem Set, MonetaryShocks)
Extras: