Galo Nuño
  • Home
  • Research
  • Policy papers
  • Continuous-time methods in macro
  • Home
  • Research
  • Policy papers
  • Continuous-time methods in macro

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
  • 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
  • Huggett model with Poisson shocks (steady state)
  • Aiyagari model with diffusions (transition dynamics)
  • Financial frictions and the wealth distribution
  • Constrained-efficient allocation in Aiyagari model with finite lifetimes
  • Optimal monetary policy with heterogeneous agents
Powered by Create your own unique website with customizable templates.