At UCD, our first-year PhD students take two-term sequences in Microeconomics, Macroecoomics and Econometrics. These are the lecture notes for the course I taught in Autumn 2023 for the first of the macroeconomics classes.
- Deterministic Dynamic Models
- Phase Diagrams
- Dynamic Optimisation in Continuous Time
- Markov Chains and Non-Stationary Processes
- Vector Autoregressions
- More on VARs and Alternatives
- Solving Models with Rational Expectations
- Examples of Models with Rational Expectations
- The Real Business Cycle Model and DSGE Modelling
- Finite-Horizon Deterministic Dynamic Programming
- Stochastic Dynamic Programming with Finite Horizons
- Infinite Horizon Dynamic Programming