Mini-course taught at IIES in September 2023
Course plan in Lectures_IIES.pdf
- Lecture 1. Recap of consumption-saving and stationary equilibrium
- Lecture 2. Transitional dynamics in sequence space
- Lecture 3. Aggregate risk, linearized dynamics and analytical analysis
- Lecture 4. Examples: Open-Economy HANK + HANK with search-and-matching (SAM)
- Using the numerical methods in practice
- In Python using my GEModelTools package
See Code_and_exercises\.
Greatly inspired and influenced by Auclert, Bardóczy, Rognlie, Straub:
- Their SSJ tools
- Their nber-workshop-2023
Additional material in Advanced Macroeconomics: Heterogenous Agent Models
State space methods: See BASE for HANK by Bayer and Luetticke