授業の目的 【日本語】
Goals of the Course(JPN) | | | 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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授業の目的 【英語】
Goals of the Course | | | 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】
Objectives of the Course(JPN) | | | After this course, students should be able to (1) solve any system of difference equations; (2) solve any dynamic optimizing problem using either by Lagrange method or by dynamic programming; and (3) read and understand advanced textbooks and professional articles in the field of macroeconomics. |
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授業の内容や構成
Course Content / Plan | | 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
Course Prerequisites and Related Courses | | No prerequisite.
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
Course Evaluation Method and Criteria | | | There will be 5-7 (or more) 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 (which is about 60 out of 100) 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
Textbook/Reference Book | | There is no textbook you must purchase.
Following reference books 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 NUCT. |
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課外学習等（授業時間外学習の指示）
Study Load(Self-directed Learning Outside Course Hours) | | | 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
Notice for Students | | |
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授業開講形態等
Lecture format, etc. | | 教育レベルが１以下の場合、原則として対⾯授業とする。ただし、対⾯授業を希望しない学生には遠隔（同時双⽅向型またはオンデマンド型）でも受講できるよう、「対面・遠隔（同時双⽅向型またはオンデマンド型）の併⽤」とする。遠隔はNUCT等で行う。なお、オンデマンド型の場合、教員への質問および授業に関する受講学⽣間の意⾒交換は、NUCT機能「メッセージ」により⾏うこと。
※履修登録後（本通知以後）に授業形態等に変更がある場合には、NUCTの授業サイトで案内します。 |
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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
Additional measures for remote class (on-demand class) | | |
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