HEER MAUSSNER PDF

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“Heer and Maussner’s book provides the reader with exactly the necessary computational tools to solve the dynamic general equilibrium models. Burkhard Heer & Alfred Maussner & Halvor Ruf, “Q-Targeting in New Heer, Burkhard & Maußner, Alfred & Süssmuth, Bernd, “Cyclical Asset. Burkhard Heer & Alfred Maußner, “Log-normal approximation of the equity premium in the production model,” Applied Economics Letters, Taylor & Francis.

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Empirical facts and the limits of three monetary models ,” Journal of MacroeconomicsElsevier, vol. Economic Studies ,35, Deutsche Bundesbank. Grading The grading will consist maussnfr problem sets and an assignment jaussner research project. Objective In macro- economics and finance, dynamic, stochastic models are at the center of much of current research and academic policy advice. You can help correct errors and omissions. Introduction 1 session 2. Fatoke Mausdner, Mafaizath A.

In macro- economics and finance, dynamic, stochastic models are at the center of much of current research and academic policy advice. Particular attention will be devoted to the class of complete markets Ramsey models representative agent models and incomplete markets Bewley models heterogeneous agent modelsbut the scope of the methods is much broader.

However, some familiarity with discrete time dynamic optimization in economics is very helpful at the level taught in 1st semester PhD core courses.

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See under “Corrections” how you can help improve the citation analysis. Stokey and Lucas ch. Help us Corrections Found an error or omission?

Representative Agent Models 4 sessions 3. These are citations from works listed in RePEc that could be analyzed mechanically.

364-1016-00L PhD Course in Computational Economics

Corrections All material on this site has been provided by the respective publishers and authors. Advanced topics 1 session 6. Journal of MacroeconomicsDe Gruyter, vol. Help us Corrections Found an error or omission?

Numerical implementations in Matlab or other software are discussed in detail. However, they typically can’t be solved analytically in closed form, so that researchers hewr to resort to computational methods, i. Note that if the versions have a very similar title and are in the author’s profile, the links will usually be created automatically. AiyagariRios-Rull 4. A multi-sector business cycle analysis ,” Journal of Environmental Economics and ManagementElsevier, vol. Previous programming mausener is not expected.

ETH Zurich – Course Catalogue

Presentation and mausaner have the same weight in the grading. To link different versions of the same work, where versions have a different title, use this form. Stern School of Business, Department of Economics. We will cover both complete markets as well as incomplete markets models. International Journal of MethodologySpringer, vol.

Alfred Maussner | IDEAS/RePEc

Citations Many of the citations below have been collected in an experimental project, CitEcwhere a more detailed citation analysis can be found. RePEc uses bibliographic data supplied by the respective publishers.

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The course eher some concepts of numerical analysis and presents the algorithms to solve the workhorse models of macro- economics and finance.

Macroeconomics 11 There are no formal prerequisites, but knowledge of basic economic concepts and standard models is very helpful.

The book by Miranda and Fackler considers a broader range of economic problems, including standard finance models, and provides a Matlab toolbox that can be downloaded from their web page.

Marimon and Scott provide an excellent collection of articles by leading researchers in the field of dynamic macroeconomics.

Prof. Dr. Alfred Maußner

Both require mauxsner students to program and hand in the code. Students will be taught everything they need. So far, only a minority of all works could be analyzed. Content Course Outline 1. All material on this site has been provided by the respective publishers and authors. Mxussner aim of this course is to teach the students these methods.

In both cases, students will be required to put in some additional effort if they do not have this kind of knowledge.