Notes on Macroeconomics
An updated version of my personal lectures notes for postgraduate macroeconomics. Some sections will be cut, some will be added, and I am trying to rewrite the notes to clean up typos and make the notation more consistent with textbooks and seminal papers. The original set of notes can be found below under the University of Oxford section.
Dynare Model Files
A collection of Dynare files for various macro DSGE models I have looked at throughout my studies. Feedback and advice is always welcome.
University of Milan, University of Pavia, and Bocconi University
PhD Macroeconomics (UniMi/Pv, 1st year)
Introduction
OLG Model
Intro to Dynamic Programming
DSGE Primer
The RBC Model
The New Keynesian Model
Discussions
Discussions and presentations of papers:
Financial Crises (Diamond and Dybvig, 1983; Kareken and Wallace, 1978)
“Credit Chains” (Kiyotaki and Moore, 1999)
“The Power of Forward Guidance Revisited” (McKay, Nakamura, and Steinsson, 2016)
Tractable HANK and the New Keynesian Cross (Bilbiie, 2020)
Dynamic Economic Modelling
This course covers basic macroeconomic modelling by introducing multi-period consumer optimisation, time-to-build investment, and real-business-cycle models.
Tutorial Questions
Problem Sets
University of Oxford
Macroeconomics (MPhil Economics)
An introduction to intertemporal optimisation, OLG models, growth, RBC models, the New Keynesian model, topics in macro-finance, and financial crises.
Notes
Advanced Macroeconomics (MPhil Economics)
2nd year course on linear and non-linear solution methods for DSGE models and their estimation using maximum-likelihood and Bayesian methods.
Notes
Recursive, Projection, and Perturbation Methods for Solving DSGE Models