授業の目的 【日本語】 | | |
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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. |
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到達目標 【日本語】 | | |
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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
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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. |
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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. |
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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/ |
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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. |
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注意事項 | | |
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授業開講形態等 | | |
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遠隔授業(オンデマンド型)で行う場合の追加措置 | | |
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