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最終更新日：2024年4月22日

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マクロ経済学Ⅱ

Macroeconomics II
The objective of the course is to learn a set of analytical tools in modern dynamic macroeconomics based on general equilibrium theory and to apply them to answer various economic questions. The course will provide students with an introduction to theoretical and practical dynamic programming, the method widely used in recursive macroeconomics and will cover applications in topics such as economic growth, real business cycle theory, search and matching, asset pricing, overlapping generation models and incomplete markets, time permitting. The course is targeted to first-year graduate students and motivated undergraduate students are also welcome. Macroeconomics I is not a prerequisite.
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時間割／共通科目コード
コース名
教員
学期
時限
291107
GEC-EC5807L3
マクロ経済学Ⅱ
北尾　早霧
A1 A2
木曜1限
マイリストに追加
マイリストから削除
講義使用言語
英語
単位
2
実務経験のある教員による授業科目
NO
他学部履修
可
開講所属
経済学研究科
授業計画
To be discussed in the first class and posted at the ITC-LMS.
授業の方法
Lectures.
成績評価方法
Homework and exams
教科書
“Recursive Macroeconomic Theory, 4th ed” (2018) Ljungqvist and Sargent "Recursive Methods in Economic Dynamics" (1989) Stokey and Lucas with Prescott “Macroeconomic Theory (manuscript)” (2019) Krueger “Equilibrium Unemployment Theory” (2000) Pissarides "Lectures on Macroeconomics" (1989) Blanchard and Fisher
参考書
Computation and Numerical Methods: Judd, Kenneth (1999) Numerical Methods in Economics, MIT Press Miranda and Fackler (2002) Applied Computational Economics and Finance Heer and Maussner (2009) Dynamic General Equilibrium Modeling: Computational Methods and Applications, 2nd Ed., Springer Real Analysis for Economists and DP Theory: Efe Ok (2007) Real Analysis with Economic Applications, Princeton University Press Stachurski, John (2009) Economic Dynamics: Theory and Computation, MIT Press Bertsekas, Dimitry (2012) Dynamic Programming and Optimal Control (Vol 1 and 2), 4th edition, Athena Scientific
履修上の注意
The course is targeted to first-year graduate students and motivated undergraduate students are also welcome. Macroecomics I is not a prerequisite.
その他
Lectures are given in English.
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