Heterogeneity in Quantitative Macroeconomics write sylee dot tim at tse-fr dot eu

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*** SYLLABUS

1. MATERIALS

. Preliminaries:
- Dynamic Programming Basics (notes)
- Markov Chain Basics (notes)
- Arrow-Debreu and Arrow Securities (notes)
- Income Fluctuation Problem (notes)
- Incomplete Markets (notes)

. Regular Course:
- Stationary Distributions (notes, updated 19.09.16)
- Transitions and Aggregate Uncertainty (notes, updated 19.09.16)
- Calibration (notes, updated 19.09.16)
- Wealth Inequality and Investment Risk (slides, updated 09.10.17)
- Occupational Choice and Misallocation (slides, updated 24.10.16)
- Simple CEO Model with Positive Sorting (slides, updated 17.10.17)
- Roy Model and Becker-Tomes (slides, updated 5.12.16)
- Life-cycle Inequality and Ben-Porath (slides, updated 5.12.16)

. Continuous Methods:
- Costinot-Vogel (2010) with Capital (notes, updated 08.11.16)
- Deterministic Control and the HJB Equation (notes, updated 17.10.16)
- Stochastic Calculus and Kolmogorov Forward Equation (notes, updated 17.10.16)
- Bewley Models in Continuous Time (slides, updated 24.10.16)

2. TEACHING LINKS

- Victor Rios-Rull's course on Quant Macro: these guys actually do all this in one semester. In particular, look for "datadoc1.pdf" which discusses how to fetch openly available U.S. micro data sets.
- Gianluca Violante's course on Macro Theory wt Heterogeneous Agents
- Dean Corbae's teaching homepage: the gem on his webpage, in my opinion, is this page on SMM.
- Jesus Fernandez-Villaverde's teaching homepage
- Makoto Nakajima's homepage: In particular, check out his link to MPI Parallel Programming.

3. PROGRAMMING LINKS

- Learn Python/Julia at John Starchulski and Tom Sargent's quant-econ.net

- Fortran Tutorials:
.a short yet nice Fortran tutorial for beginners
.an inefficient but informative Fortran tutorial for programmers
.build your own library
.creating advanced makefiles: How to make a multi-environment makefile wt Java, without an IDE

- Source Codes:
.Numerical Recipes: This is the most useful link you'll ever find for numerical routines. The book contains detailed explanations of how each method works, and you can also copy and paste code for own use.
.John Burkhardt's homepage
.Jean-Pierre Moreau's homepage
.Free stuff: Some are a bit advanced, but others are useful even for beginners.