MAMO

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 (zajimavy je i Wiliamsonuv blog)
                   Krueger, D. Lecture notes:Quantitative Macroeconomics   Dynamic Fiscal policy (section 5.4)                   

Zpravy:
Podrobnejsi anotace predmetu s odkazy na literaturu zde  

Prednasky: (vstup do ISu)
Uvodni informace   System narodnich uctu: Prednaska 1   Tabulky NIPA   Makromodel: Prednaska 2   Nejistota Prednaska 3   pocasi   Dynamicke programovani (Bellmanova rovnice): Prednaska 4   Moznosti reseni, stochastika: Prednaska 5   G&V   Naklady cyklu, nabidka prace: Prednaska 6   obrazky   Log-linearizace: Prednaska 7   Nedelitelna nabidka prace: Prednaska 8   Dynare: Prednaska 9 (dole) Rust populace a technologie: Prednaska 10   obrazky   OLG model: Prednaska 11   New Keynesian model: Prednaska 12   Chovani CB: Prednaska 13   obrazky    

Cviceni:
Pseudo-kod_1_2   Pseudo-kod_3   Zadani seminar1.m   Zadani cviko2   seminar2.m   Stylizovana fakta   seminar_sf.m   Zadani cviko3   priloha_cv3   seminar3.m   Zadani cviko4   Zadani cviko5   Zadani cviko6    

Data:
gdp_us.txt  
M-files:
Hodrick-Prescott filter hp.m   Autokorelacni fce acf.m   Kros korelacni koeficient corrfn.m     Test korelacniho koeficientu corrtest.m    

Term paper:
Zadani prvniho term paperu   data pro (nominalni) mzdu a cpi: data_w_cpi.xlsx  
Zadani druheho term paperu   pomocny m-file termpaper2012.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_plus_irf.m   Simulace muj_kod_plus.m   Nedelitelna nabidka prace (simulace) indiv_rbc.mod   muj_kod_indiv_simul.m   Zmena parametru (irf) basic_rbc_loop.mod   muj_kod_irf_loop.m   Dynare umi vse basic_rbc2.mod  


Reseni:
solow1.m   solow2.m   solow3.m   seminar1_reseni.m   seminar_sf_reseni.m   seminar2_data.m   seminar3_reseni.m   seminar4_det.m   seminar4_iid.m   seminar4_mc.m   seminar5_det.m   seminar5_stoch_mc.m   nk_model_targeting.mod   nk_model.m  

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)

Uzitecne linky:
Programy na reseni dynamickych modelu
Uhlig's Toolkit   Dynare   Iris-toolbox  

Zkuste si roli centralniho bankere FEDu  

Rozsirujici materialy: