Universität Wien

040068 UK Dynamic Macroeconomics with Numerics (MA) (2017S)

12.00 ECTS (6.00 SWS), SPL 4 - Wirtschaftswissenschaften
Prüfungsimmanente Lehrveranstaltung

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").

Details

max. 35 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine

Lecture Prof. Merz:
Monday, 07.45 - 09.30 h, Hörsaal 8, 1st Floor
Tuesday, 07.45 - 09.00 h, Hörsaal 16, 2nd floor
1st session: Monday, March 6.

Exercise Martin Kerndler:
1st session: Tuesday, March 7, 11.30 - 13.00 h, PC-Lab 5
MI 15.03.2017 09.45-11.15 Ort: PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß;
MI wtl von 29.03.2017 - 14.06.2017 09.45-11.15 Ort: PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß


Information

Ziele, Inhalte und Methode der Lehrveranstaltung

This course is aimed at master level students and beginning doctoral students. It covers the
foundations of stochastic dynamic general equilibrium models that are commonly used in
modern macroeconomics. The course presents alternative equilibrium concepts, the basics of dynamic programming, selected time-series methods and numerical methods commonly used to solve dynamic recursive models. The goal is to equip students with the tools needed to do independent research in macro.

Please register online. Dropping the course is possible until March 14, 2017, midnight.

OFFICE HOURS
Monika Merz: Tue 11:30 – 12:30 a.m. Please register ahead of time via email.
Martin Kerndler: Wed 11:30 – 12:30 a.m.

Art der Leistungskontrolle und erlaubte Hilfsmittel

The course grade will be based exclusively on (i) homeworks (30%), (ii) group projects
(30%), and a midterm exam (40%) on April 25. Please, mark your calendar now!

Mindestanforderungen und Beurteilungsmaßstab

Prüfungsstoff

Literatur

Ljungqvist, L., T. Sargent 2012. Recursive Methods in Macroeconomic Theory, 3rd edition,
Boston (MIT-Press). Abbreviated as LS
Additional material is provided via Moodle.

Zuordnung im Vorlesungsverzeichnis

Letzte Änderung: Mo 07.09.2020 15:28