学部・大学院区分経・博前
時間割コード2411103
科目区分基礎科目
Basic Subjects
科目名 【日本語】上級所得理論Ⅰ
科目名 【英語】Advanced Macroeconomics Ⅰ
コースナンバリングコードECOET5211B
担当教員 【日本語】工藤 教孝 ○
担当教員 【英語】KUDOH Noritaka ○
単位数2
開講期・開講時間帯春 火曜日 3時限
Spring Tue 3
対象学年1年
1
授業形態講義
Lecture


授業の目的 【日本語】
授業の目的 【英語】
This course is designed to build your research ability by providing particularly important methodological skills that are often used in modern macroeconomic research. In particular, we shall focus on (1) difference equations for describing variables that evolve over time, and (2) dynamic optimization methods for describing the optimal allocation over time.
到達目標 【日本語】
授業の内容や構成
1. Introduction
2. Difference Equations: Linear Scalar Equations
3. Difference Equations: Nonlinear Equations and Linearization
4. Difference Equations: Linear Systems
5. Difference Equations: Nonlinear Systems
6. Dynamic Optimization: Finite Horizon
7. Dynamic Optimization: Infinite Horizon
8. Neoclassical Growth: Global Analysis
9. Neoclassical Growth: Local Analysis
10. Dynamic Programming: Basic Idea
11. Dynamic Programming: Functional Analysis
12. Dynamic Programming: Applications
13. General Equilibrium: Competitive Equilibrium
14. General Equilibrium: Extensions
15. Imperfect Competition
履修条件・関連する科目
Prior to the semester, prospective students are strongly encouraged to read textbooks such as Simon and Blume, Mathematics for Economists, Norton, 1994, or alike. To get ready for the course, be familiar with constrained optimization, total differentiation, and matrix algebra.
Lectures of this course will be delivered entirely in English.
成績評価の方法と基準
There will be 5-7 take-home assignments during the semester. Each assignment will be graded. Your course grade will be determined as the average of these grades. To pass the course, you must earn C or above for each assignment. In each assignment, you are expected to demonstrate that you can solve difference equations and dynamic optimization problems in the context of macroeconomics.
教科書・参考書
Following textbooks are strongly related to my lecture plan:
Oded Galor, Discrete Dynamical Systems, Springer, 2010.
Jianjun Miao, Economic Dynamics in Discrete Time, MIT Press, 2014.
Reading list and other materials will be distributed at https://sites.google.com/site/gradmacro/
課外学習等(授業時間外学習の指示)
There will be 5-7 take-home assignments. Each assignment consists of many (time-consuming) questions. Some questions require computers.
注意事項
授業開講形態等
遠隔授業(オンデマンド型)で行う場合の追加措置