• [size=12.5714282989502px]Syllabus
• [size=12.5714282989502px]Handout MM
  
• Problem Set 1
  
• Notes to accompany Problem Set 1
• Handout Data
  
• [size=12.5714px]Handout Tirole Chapter 3
• [size=12.5714px]Problem Set 1b
• [size=12.5714px]Problem Set 2
• [size=12.5714px]Problem Set 3
• [size=12.5714px]Handout Tirole Chapter 6
• [size=12.5714px]Problem Set 4
• [size=12.5714px]Handout Banking
• [size=12.5714px]Gertler-Kiyotaki Slides
  
• [size=12.5714px]Problem Set 5
• [size=12.5714px]Handout Strebulaev/Whited
• [size=12.5714px]Problem Set 6, Code: AR1_in_logs.m, Nonstochastic_dynamic_investment, z_simulation.m
• [size=12.5714px]Problem Set 7, SMM notes, Code: SMM_main.m, SMM_model.m, SMM_derivative.m
• [size=12.5714px]Handout Schmid
  
• [size=12.5714px]Problem Set 8, Code: interpolation.m
  
  

• Notes
• Slides
  

FIN 305: Financial Markets, Institutions, and Economic Activity, Spring 2012

• Syllabus
• Current Financial Events
• RR Notes
• FR Chapter 1 Notes
  

ECON899: Computational Methods, Fall 2014

• Syllabus
• Compintro
• Link to Olivetti, Silverman, and Hong (2002) How to Access Standard Data Sources
• Problem Set 1
• Link to Rios-Rull (1997) Computation of Equilibria in Heterogeneous Agent Models
• Links to FRBQRs on the Distribution of Wealth, QR2121, QR2122, QR2631, QR3411
• Handout with Inequality Data
  

                                Bewley Meets Huggett

• Handout on Huggett (1993)
• Slides_Huggett
• Handout on Dynamic Programming
• Jake's Intro to Programming in Matlab and Fortran (and Python): Prime.f90, Prime.m, Prime.py
• Problem Set 2, vfigrowthf07.m, hw2ns_pablo.f95 , HW2ns_parallel.f90
• Answers Problem Set 2: hw2.zip
• Jake's Notes on Parallel Processing and Problem Set: Intro, MPI_example.f90,
• Kyle and Sean'sNoteson Installing MPI on Windows machines
• Problem Set 3
• Answers Problem Set 3: ps3.zip
• Problem Set 4 , Notes for PS4, Code
• Answers Problem Set 4: ps4.zip
• Handout on Default Models
• Problem Set 4b
• Answers Problem Set 4b: ps4b.zip
• Handout on Huggett (1996)
• New Problem Set 5, Notes on Problem Set 5
• Problem Set 5, Input Files for Problem Set 5: F06Hzvec.txt, F06Hpimat.txt, F06Hyvec.txt, F06Hz1probvec.txt
• Answers Problem Set 5: ps5.zip
• Handout on Approximating an AR1
• Tauchen (1986, EL)
• Problem Set 6
• Answers Problem Set 6: ps6.zip
• Handout on Krusell-Smith (1998)
• Handout on Interpolation
• Problem Set 7: extranotes, interpolation.m, myspline.m, mylinspline.m, mylinear.m, mybisec.m, utility.m
• Answers Problem Set 7: ps7.zip
• Problem Set 8: Krusell-Smith transition matrix
• Answers Problem Set 8: ps8.zip
• Handout on Meltzer-Richard (1981)
• Slides for Corbae, D'Erasmo, Kuruscu (2009): slides_Dean_UKn.pdf
• Handout on Transition Paths
• Problem Set 9: Determining Tax Rates and Transitions
• Answers Problem Set 9: PS9.zip
• Handout Firm Size Distribution Facts
• Handout on Hopenhayn (1992)
• Problem Set 10: Hopenhayn and Rogerson (1993)
• Answers Problem Set 10: PS10.zip
• Handout: Estimating Deep Parameters via GMM and SMM
• Summary
• Problem Set 11: SMM
• Answers Problem Set 11: ps11.zip
• Problem Set 11old: Estimating Hopenhayn and Rogerson via SMM
• Answers Problem Set 11old:  ps11old.zip
• Handout: Strategic Models of Firm Behavior
• Handout on computing search models of money
• Handout on private information application
• Handout on corporate finance application
• Final Project Part 1.
• Answers Final Project Part 1. finalpart1CompF09ans, computIfinal.m, computIFPlabordecision2.m, computIFPlabordecision3.m
• Final Project Part 2.
• Answers Final Project Part 2. obliviousequilibriumf09, oe_main.m, oe_stochastic_selloff.m, reac_fun.m
  

***************FALL 2007 CLASS************************

• Syllabus
• Problem Set 1
• Link to Rios-Rull (1997) Computation of Equilibria in Heterogeneous Agent Models
• Links to FRBQRs on the Distribution of Wealth, QR2121, QR2122, QR2631
• Handout with Inequality Data
• Handout on Huggett (1993)
• Handout on Dynamic Programming
• Problem Set 2, vfigrowthf07.m, hw2ns.f95, hw2ns_pablo.f95 ,  ps2compf07.m
• Handout on Measure Theory
• Problem Set 3
• Answers to PS#3
• Problem Set 4, Notes for PS4, Code
  

• Answers to PS#4: ps4compf07ans, huggett93.f95, computlhw4.m,  computlhw4market.m, computlhw4mu.m, computlhw4VFI.m
• Problem Set 5, Input Files for Problem Set 5:  F06Hzvec.txt, F06Hpimat.txt, F06Hyvec.txt, F06Hz1probvec.txt
• Answers to PS#5: PS5Compf07ans , huggett96.f95 , computIhw5.m, computIhw5IP.m, computIhw5market.m,  computIhw5psi.m,  computIhw5VFI.m
• Tauchen (1986, EL)
• Handout on Approximating an AR1
• Problem Set 6
• Answers to PS#6: PS6Compf07ans, computIhw6.m
• Handout on Interpolation
• Problem Set 7:Notes, interpolation.m, myspline.m, mylinspline.m, mylinear.m, mybisec.m, utility.m
• Answers to PS#7: PS7Compf07ans, computITAhw7.m, computITAhw7linear.m, computITAhw7spline.m, computITAhw7linspline.m,
• Problem Set 8: Krusell-Smith transition matrix
• Answers to PS#8: ksnotes.pdf, solutionksfinal.f90, computeIhw8.m, computeIhw8VFI.m, computeIhw8_bisec.m, computeIhw8_linear.m, computeIhw8_spline.m, computeIhw8_transmat.m, computeIhw8_utility.m,
• Problem Set 9
• Answers to PS#9: PS9CompF07ans.pdf, computIhw9market.m, computIhw9Step3F07.m, computIhw9VFI3rdStep.m, computIhw9VFI2ndStep.m, computIhw9step2.m, computIhw9step1.m, computIhw9mut.m, computIhw9mu.m,computIhw9VFI.m, onevotesol.F90
• Problem Set 10
• Answers to PS#10: PS10CompF07ans.pdf, HR1eqm.m
• Problem Set 11
• Answers to PS#11: PS11CompF07ans.pdf, hoprogerJ.m, hopenhaynrogersonSMM.m, hoprogerGenerate2.m, HRSMMstderrors.m
• Handout on Estimation. SMM files: SMMexample.m, smmJ.m, smmstderror.m, smmstderrorMC.m, smmgenerate.m Annealing files: simulan.m,  crazy.m, trycrazy.m
• Handout on Strategic Models of Firm Entry
• Final Project
• Answers to Final: FinalCompF07sol.pdf, final.m, computIFPlabordecision2.m, computIFPlabordecision3.m, ep_sol1.F90
  

• ************OLD****************
• Problem Set 2
• Answers to Problem Set 2
• Problem Set 3
• Answers to PS#3:  PS3CompF06sol, huggett93.f95
• Problem Set 4
• Input Files for Problem Set 4: F06Hzvec.txt, F06Hpimat.txt, F06Hyvec.txt, F06Hz1probvec.txt
• Answers to PS#4: PS4CompF06sol, huggett96.f95
• Tauchen (1986, EL)
• Handout on Approximating an AR1
• Problem Set 5
• Answers to PS#5: PS5Compf06 , solutionPS5.m , simu.m, pi_fun.m, markov_fun.m
• Problem Set 6, Krusell-Smith transition matrix
• Interpolation: Notes, inteporlation.m, myspline.m, mylinspline.m, mylinear.m, mybisec.m, utility.m
• Answers to PS#6: ksnotes.pdf, solutionksfinal.f90
• Political Economy Slides
• Problem Set 7
• Answers to PS#7: PS7CompF06sol.pdf, onevotesol.F90
• Link to Haltiwanger's Data on LRD
• Murat Tasci's Summary on JC/JD
• Handout on Hopenhayn (1992)
• Handout on Duopoly Problems (Pakes-Ericson 1995)
• Final Exam Problem
• Answers to Final Exam Problem: FinalComp06sol.pdf, ep_sol1.f90
• PREVIOUS CLASS:
• Answers to PS4: hw4key.m, RRGS2.txt,RA1.txt
• Link to Numerical Recipes [url=http://lib-www.lanl.gov/numerical/index.html]http://lib-www.lanl.gov/numerical/index.html[/url]
• Answers to PS6: hw6key.m, hw6vfun_1.m, hw6vfun_3.m
• Answers to PS7: hw7key.m, hw7fun_1.m,hw7fun_2.m,hw7data.txt
• Problem Set 8, Transition Matrix
• Answers to PS8: hw8keynew.m,hw8vfunnew.m
• Problem Set 9, Data (hw9data1.txt)
• Answers to PS9: hw9key.m, hw9fun.m,NWweightmat.m
• Problem Set 10, Data (hw10data.txt),[url=]H-P Filter[/url]
• Answers to PS10:hw10key.m,hw10fun.m,hw10vfun.m
  

• New Syllabus
• Old Syllabus
• Problem Set 1
• Answers - PS#1
• Link to Townsend (JET, 1979)
• Problem Set 2
• Answers - PS#2
• Problem Set 3
• Answers - PS#3, Part 1
• Link to Thomas and Worrall (JET, 1992)
• Problem Set 4
• cheby_points.m
• Answers - Problem Set 4, Figures, Code: thomasworrall.m tw_cons.m value.m utility.m pmaxfun.m pminfun.m
• Handout on Thomas and Worrall, Figures
• Handout on Atkeson and Lucas
• Handout on Fernandez and Phelan
• Handout on Abreu, Pearce, and Stachetti
• Problem Set #5
• Answers - Problem Set 5, Figures, kocherlakota_new, value_kocher., util_kocher.m, cheby_points.m, kocher_cons.m
• Handout on Dynamic Taxation
• Summary by Goloslov, Tysvinski, and Werning
• Final Project: Computing APS, Paper on Computing Supergames by Judd, Yeltekin, and Conklin
• Answers Final Project: 387finalsp07sol.pdf, APS_sol.m, outer_fun.m,  inner_fun.m