OSM Lab: Economics Section Materials

This directory in the repository contains all the materials for the Economics section of the OSM Lab Boot Camp.

Schedule

The economics lectures for the OSM Lab will be held from 10:00-11:50am, Monday, Wednesday, and Friday in Saieh Hall, Room 247.

Week 1

Date	Day	Topic	Instructor	Materials	Problem Set
6-19	M	Overlapping generations model	Richard Evans	ED (2017, Ch. 5)	Econ Prob Set 1
6-20	T				due M, 6-26, 8am
6-21	W	Overlapping generations model	Richard Evans	ED (2017, Ch. 5)
6-22	Th
6-23	F	Overlapping generations model	Richard Evans	ED (2017, Ch. 5)

Week 2

Date	Day	Topic	Instructor	Materials	Problem Set
6-26	M	Dynamic programming	John Stachurski	Slides	Econ Prob Set 2
6-27	T				due W, 7-5, 8am
6-28	W	Dynamic programming	John Stachurski
6-29	Th
6-30	F	IDynamic programming	John Stachurski

Week 3

Date	Day	Topic	Instructor	Materials	Problem Set
7-3	M	NO CLASSES: HOLIDAY	NO CLASSES: HOLIDAY	NO CLASSES: HOLIDAY
7-4	T	NO CLASSES: HOLIDAY	NO CLASSES: HOLIDAY	NO CLASSES: HOLIDAY
7-5	W	Firm dynamics	Jason DeBacker	Intro Slides	Econ Prob Set 3
7-6	Th				due W, 7-12, 8am
7-7	F	Firm dynamics	Jason DeBacker	Lecture 1

Week 4

Date	Day	Topic	Instructor	Materials	Problem Set
7-10	M	Firm dynamics	Jason DeBacker	Lecture 2
7-11	T
7-12	W	Structural estimation: MLE	Richard Evans	MLE Jupyter Notebook	Econ Prob Set 4
7-13	Th				due W, 7-19, 8am
7-14	F	Structural estimation: GMM	Richard Evans	GMM Jupyter Notebook

Week 5

Date	Day	Topic	Instructor	Materials	Problem Set
7-17	M	Structural estimation: SMM	Richard Evans	SMM Jupyter Notebook
7-18	T
7-19	W	DSGE modeling	Kerk Phillips	DSGE Notes	Econ Prob Set 5
7-20	Th				due F, 7-28, 8am
7-21	F	DSGE linear approximation	Kerk Phillips	Linearization Notes

Week 6

Date	Day	Topic	Instructor	Materials	Problem Set
7-24	M	Perturbation methods	Kerk Phillips	Perturbation Methods Notes
7-25	T
7-26	W	Filtering and cyclicality	Kerk Phillips	Filtering Notes
7-27	Th
7-28	F	Macro-financial modeling	Richard Evans	MFM Intro slides

Week 7

Date	Day	Topic	Instructor	Materials	Problem Set
7-31	M	Macro-financial modeling	Viktor Tsyrennikov	Notes	Econ Prob Set 6
8-1	T				due F, 8-4, 8am
8-2	W	Macro-financial modeling	Viktor Tsyrennikov
8-3	Th
8-4	F	Conclusion: Hwk due

References

• Evans, Richard W. and Jason DeBacker, Overlapping Generations Models for Policy Analysis: Theory and Computation, (2017, draft).