Literatura:
McCandless,T.G. The ABCs of
RBCs: An Introduction to Dynamic Macroeconomic Models, Cambridge,
Mass.: Harvard University Press, 2008. MAK-245
Romer, D.: Advanced Macroeconomics. Boston: McGraw-Hill, 2006. MAK-218
Williamson, S.: Lecture notes: Notes on Macroeconomic Theory
Krueger, D. Lecture notes:Quantitative Macroeconomics
Dynamic Fiscal policy (section 5.4)
Zpravy:
Podrobna
anotace premetu
Den otevrenych dveri na
CERGE
poster
Prednaska na ESF
Pozvanka
Doplnene LN 11, kompletni OLG.
V LN8 a LN9 byli doplneny log-linearizovany model a Frischova elasticita.
Na prvni cviceni: zopakovat (naucit) matlab, napr. z Qasarova
sylabu Projit si pseudokody, naprogramovat a odpovedet na otazky z prednasky.
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) Kniha
Great depressions od
T. Kehoe a E. Prescott Gali
homepage
book
Gali (1999)
Cviceni:
Pseudo-kod_1_2
Pseudo-kod_3
seminar1.m Zadani
cviceni 2
seminar2.m
seminar_sf.m
stylizovana_fakta.pdf
williamson ppt Zadani
cviceni 3 a
priloha
seminar3.m
cviceni 4
cviceni (doplnek)
cviceni 5
cviceni 6
Data:
gdp_us.txt
us.txt
hdp_cz.txt (pro seminar2_data.m)
M-files:
Hodrick-Prescott filter
hp.m
Autokorelacni fce
acf.m
Kros korelacni koeficient corrfn.m
Test korelacniho koeficientu
corrtest.m
Term paper:
Zadani prvni casti
Term paperu
data o mzde a cpi
data_sa.xls
Zadani druhe casti
term paperu
pomocny m-file
termpaper2011.m
Dynare
link
Od
Wouter den Haan:
Dynare programs
disp_dr.m for D4.1.0 Wouter's
slides
Programy pro Dynare prednasku:
basic_rbc.mod
muj_kod_irf.m
S investicemi
basic_rbc_plus.mod
muj_kod_irf_plus.m
Simulace
muj_kod_simul_plus.m
Nedelitelna nabidka prace (simulace)
basic_rbc_plus.mod
muj_kod_indiv_plus.m
Zmena parametru (irf)
basic_rbc_loop.mod
muj_kod_irf_loop.m
Uzitecne linky:
Uhlig's
Toolkit
Dynare
Iris-toolbox