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:
Prednaska o Dynaru se presouva ze stredy na ctvrtek 3. 12. od 16:20 ve VT105 (jak mame cvika).
Pate cviceni probehne ve ctvrtek 26. 11.
Ctvrte cviceni probehne ve ctrtek 12. 11. Zadani je uz na webu.
Prvni cviceni probehne az 1. 10. 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
seminar2.m
Stylizovna
fakta
seminar_sf.m
Zadani
cviceni 3
priloha
seminar3.m
Zadani
cviceni 4
seminar4_det.m
seminar4_iid.m
seminar4_mc.m
Zadani
cviceni 5
seminar5_det.m
seminar5_stoch_mc.m
Zadani
cviceni 6
seminar6.m
nk_model_targeting.mod
Data:
Link na data z
CSU
Fredu
gdp_us.txt
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
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
Model s nedelitelnou nabidkou prace
indivisible_rbc_plus.mod
muj_kod_indiv.m
Zmena parametru v cyklu
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