[推荐]Dynamic Optimization & Economic Applications , （MTI研究生课程）

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收藏 2007-02-09

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课程简介Course Description<o:p></o:p>
The unifying theme of this course is best captured by the title of our main reference book: ‘Recursive Methods in Economic Dynamics’. We start by covering deterministic and stochastic dynamic optimization using dynamic programming analysis. We then study the properties of the resulting dynamic systems. Finally, we will go over a recursive method for repeated games that has proven useful in contract theory and macroeconomics. We shall stress applications and examples of all these techniques throughout the course. <o:p></o:p>
Lecture Notes 
Lecture Slides 1 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/810A910A-9FA3-4950-9431-A7E56568BB64/0/slides1.pdf" target="_blank" >PDF</A>) Lecture Slides 2 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/0ABC3545-1FF4-402F-A58A-D83BFCE9E098/0/slides2.pdf" target="_blank" >PDF</A>) Lecture Slides 3 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/B3DABAB4-33EE-4A7D-8A76-405C94A4CC88/0/slides3.pdf" target="_blank" >PDF</A>) Lecture Slides 4 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/F4116DC0-728B-4441-A490-5940C555F44D/0/slides4.pdf" target="_blank" >PDF</A>) Lecture Slides 5 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/2EA4A616-CFDD-4619-9245-86555E1A8CE9/0/slides5.pdf" target="_blank" >PDF</A>) Lecture Slides 6 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/188AABD8-5E3E-41AE-8C92-3ED131E497E0/0/slides6.pdf" target="_blank" >PDF</A>) Lecture Slides 7 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/ACB61480-896A-4A17-80FC-DAF326AF012C/0/slides7.pdf" target="_blank" >PDF</A>) Lecture Slides 8 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/EFCB49CA-FB5B-48CB-A979-ED55804ECDD6/0/slides8.pdf" target="_blank" >PDF</A>) Lecture Slides 9 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/BCFD6FFD-88BC-4F3C-9E07-7100054595EB/0/slides9.pdf" target="_blank" >PDF</A>) Lecture Slides 10 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/0F8597A0-D158-4F27-BA09-DB54442DEA10/0/slides10.pdf" target="_blank" >PDF</A>) Assignments 
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Problem Set 1 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/5E725162-7871-4131-AE12-49FDC7102A0D/0/problemset1d_bd_b200311.pdf" target="_blank" >PDF</A>) Solution 1 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/611C1241-B2FD-4F31-86E5-2F595864588B/0/answerps1.pdf" target="_blank" >PDF</A>) <o:p></o:p>
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Problem Set 2 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/E9B9C9C3-E0D6-4FAA-8080-93A827E7F89D/0/ps24.pdf" target="_blank" >PDF</A>) <o:p></o:p>
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Problem Set 3 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/CC33AD2C-9EEF-4291-B192-CAB49CC0CCE4/0/pset31.pdf" target="_blank" >PDF</A>) Solution 3 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/0E0860C0-3D84-4F71-A34C-F63491FEDD29/0/ps3sol.pdf" target="_blank" >PDF</A>)<o:p></o:p>
Related Handouts <o:p></o:p>
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Principle of Optimality (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/BC2D559D-82E6-4276-A9A0-1C950290DCD7/0/PrincipleofOptimalityupdated.pdf" target="_blank" >PDF</A>) Lamda 1 (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/5BA44443-1B03-4022-A37C-EFDAC041A6EF/0/lamda1.pdf" target="_blank" >PDF</A>) Concave Property (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/88EE95D9-06AB-454B-945E-35051F6D60AF/0/concaveproperty.pdf" target="_blank" >PDF</A>) <o:p></o:p>
Zipped MATLAB&reg; Files (<a href="http://www.core.org.cn/NR/rdonlyres/Economics/14-128Dynamic-Optimization---Economic-Applications--Recursive-Methods-Spring2003/27FB11BA-332A-4417-8A0B-1C20CEABD152/0/14128iap.zip" target="_blank" >ZIP</A>)