This repository contains source files producing the teaching material for a week-long graduate course in mathematical methods for macroeconomics. The teaching material was developed by Pascal Michaillat for EC400 at the London School of Economics & Political Science.
The course is hosted at https://pascalmichaillat.org/c3/.
The course covers basic mathematical methods to study dynamical systems, in discrete time and in continuous time. The course covers three methods:
- Dynamic programming – To solve discrete-time optimization problems
- Optimal control – To solve continuous-time optimization problems
- Differential equations – To characterize continuous-time systems
The source files are in LaTeX format. They are organized in 2 folders:
lecturenotesfolder – 3 sets of lecture notesproblemsetsfolder – 4 problem sets
The folders also contain the PDF files produced by compiling the LaTeX files with pdfTeX.
The lecturenotes folder contains the LaTeX source files to the lecture notes:
notes1.tex,notes1.pdf– Lecture notes on dynamic programmingnotes2.tex,notes2.pdf– Lecture notes on optimal controlnotes3.tex,notes3.pdf– Lecture notes on differential equationsphasediagrams.key,phasediagrams.pdf– Phase diagrams included innotes3.tex
The problemsets folder contains the LaTeX source files to the problem sets:
ps1.tex,ps1.pdf– Problem set on dynamic programmingps2.tex,ps2.pdf– Problem set on optimal controlps3.tex,ps3.pdf– Problem set on differential equationsps4.tex,ps4.pdf– Cumulative problem set covering all three topics
Solutions to the problems sets are available to instructors upon request.
The folders also contain the LaTeX style files that are used to format the lecture notes and problem sets:
paper.sty– Commands to format academic papersnotes.sty– Slight modification ofpaper.styfor lecture notesmath.sty– Commands to typeset math
The content of this repository was created by Pascal Michaillat and is licensed under the Creative Commons Attribution 4.0 International License.