Continuou-time methods in Macroeconomics
This material has been prepared for several PhD-level courses taught alone or with Jesús Fernández-Villaverde
Here is the Syllabus at LUISS (May 2020)
Slides
Codes
Here is the Syllabus at LUISS (May 2020)
Slides
- Lecture Notes 1: Motivation.
- Lecture Notes 2: Dynamic programming in continuous time.
- Lecture Notes 3: Deep learning and reinforcement learning.
- Lecture Notes 4: Heterogeneous agent models.
- Lecture Notes 5: Optimal policies with heterogeneous agents.
Codes