Makroekonomicke modelovani (MAMO)

Zpravy:
Na cviceni 29. 9. je domaci ukol - naprogramovani Solowova modelu (dle pseudokodu) a zodpovezeni tri otazek z prednasky.
Prvni cviceni probehne 22. 9. Bylo by dobré, abyste byli obeznámeni se softwarem Matlab (viz. napr. Qasaruv sylabus).

Prednasky: (vstup do ISu)
Uvodni informace   schema pro model   System narodnich uctu: Prednaska 1   tabulky   Makromodel - optimalizace Prednaska 2   Nejistota, VFI Prednaska 3   Dynamicke programovani Prednaska 4   Zpusoby reseni, stochastika Prednaska 5   G&V   analyticke_reseni.m   schema   Model s nabidkou prace Prednaska 6   Log-linearizace Prednaska 7   Nedelitelna nabidka prace Prednaska 8   RBC model s populaci a technologii Prednaska 9   Model prekryvajicich se generaci Prednaska 10   Novokeynesiansky model Prednaska 11   Obrazky   Monetarni politika Prednaska 12   obrazky   Toolbox Dynare   Vybrane problemy Vybrane problemy  

Cviceni:
Pseudo-kod_1_2   Pseudo-kod_3   Zadani seminar1.m   Poznamky ke cviceni 1   Stylizovana fakta   Zadani seminar2.m   cviceni 2   Zadani cviceni 3   seminar3.m   Zadani termpaperu   Zadani cviceni 4   Zadani cviceni 5   Zadani cviceni 6   seminar6.m   Model v IRIS simple.model   model_basics.m   Zadani cviceni 8   rbc.model   Zadani cviceni 9-10   Zadani cviceni 11   seminar11.m   seminar11_mod.m   nk.model   Rozsireny model nk_ext.model   seminar12.m   Nelinearni model rbc_nonlin_cv8.model   run_nonlin_model_cv8.m   rbc_nonlin_cv9.model   run_nonlin_model_cv9.m  

Data:
US data: us_quarterly.csv   us_monthly.csv   cz_quarterly.csv  
Link na data: FRED   CSU   Casove rady  

Doplnkove m-files:
Nastaveni cesty, IRIS start setpath.m   Autokorelacni fce acfn.m   Kros-korelacni koeficient corrfn.m  

Reseni:
seminar1_reseni.m   solow1.m   solow2.m   solow3.m   seminar2_reseni.m   cviceni 3 reseni   seminar3_reseni.m   seminar4_det.m   seminar4_iid.m   seminar4_mc.m   cviceni 5 reseni   seminar6_res.m   seminar6_reseni.m   seminar8_res.m   seminar8_reseni.m   rbc2.model   seminar9_det.m   seminar9_stoch_mc.m   seminar9_reseni.m   rbc_ind_lab.model   seminar11_mod_reseni.m  

Literatura:
McCandless,T.G. The ABCs of RBCs: An Introduction to Dynamic Macroeconomic Models, Cambridge, Mass.: Harvard University Press, 2008. MAK-245
Williamson, S.: Lecture notes: Notes on Macroeconomic Theory (zajimavy je i Wiliamsonuv blog)
Krueger, D.: Lecture notes: Quantitative Macroeconomics   Dynamic Fiscal policy (section 5.4)

Podrobnejsi anotace predmetu s odkazy na literaturu je zde.  

Software na reseni dynamickych modelu
Uhlig's Toolkit   Dynare   Iris-toolbox  

Clanky: (pdf)
Kydland and Prescott (1990)   Stock and Watson (1998)   Cooley (1997)   Gollin (2002) (Jstor)   Kocherlakota about state of macro   Zietz (2006) log-linearizace   Guide to Dynare   Naklady cyklu Barlevy (2005)   Labor market Li (1999)   Hansen and Wright (1992)   Velka krize Cole and Ohanian (1999)   Clanek Great depressions   Kniha Great depressions   od T. Kehoe a E. Prescott   Gali homepage   book   Gali (1999)   Blanchard