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)
Podrobnejsi anotace predmetu s odkazy na literaturu je zde.
Zpravy:
Pozvanka na zajimavou prednasku poster
Seznam studentu, kteri prezentovali na jednotlivych cvicenich najdete
zde
Open day at:
CERGE-EI poster
(CZ)
(EN)
Prvni cviceni probehne 18. 9. Ukoly: naucit se Matlab (napr. Qasaruv
sylabus) a naprogramovat Solowuv model dle pseudokodu (zodpovedet otazky z prednasky).
Cviceni:
Pseudo-kod_1_2
Pseudo-kod_3
Zadani
seminar1.m
Poznamky ke
cviceni 1
Zadani
cviceni 2
seminar 2.m
Stylizovana fakta
seminar_sf.m
Zadani
cviceni 3
priloha
seminar 3.m
Zadani
cviceni 4 Zadani
cviceni 5 Zadani
cviceni 6
Data:
Link na data z
CSU
Fredu
gdp_us.txt
us.txt
slozky_hdp_cz_2014q2.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 termpaperu
Data o mzdach a cenach
Zadani druheho termpaperu pomocny m-file
termpaper2.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.m Model s investicemi
basic_rbc_plus.mod
muj_kod_plus.m Nedelitelna nabidka prace
indivisible_rbc.mod
muj_kod_indiv.m Zmena parametru (cyklus)
basic_rbc_loop.mod
muj_kod_loop.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 reseni modelu s
racionalnimi ocekavanimi
Filtrace
Christiano, Fitzgerald (2003): The Band Pass Filter
Ukazka porovnani: bpass.m
filters_comparison.m