fields.md

DSGE

• https://github.com/FRBNY-DSGE/DSGE.jl DSGE in Julia

• Rios-Rull Slides

• Econ807 and problem sets

• A collection of Dynare models https://github.com/JEFFSAMUEL/SANA/tree/20caa600c5508649011a4f1da7d7a57401fc4d4d

• Dynamic General Equilibrium Modelling, Computational Methods and Applications https://www.uni-augsburg.de/de/fakultaet/wiwi/prof/vwl/maussner/dgebook/

Macro-Finance

• https://www.isaacbaley.com/advanced-macro-ii.html

• Financial Frictions in General Equilibrium https://www.jamesmnason.net/lectures-notes: James M. Nason

• https://sites.google.com/a/nyu.edu/advanced-macroeconomics-i/products-services

• https://initiative.princeton.edu/macro-finance-online-summer-school/

• Dean Corbae(UWM) https://sites.google.com/a/wisc.edu/deancorbae/teaching

• Jesusfv's website includes a Course on Computation and Courses on Macroeconomics.

• Adrien Matray

• The Macroeconomics of Imperfect Capital Markets

• UBC ECON622

Asset Pricing

• François Gourio(Federal Reserve Bank of Chicago) https://sites.google.com/site/fgourio/teaching-notes?authuser=0: including macro-asset pricing and PhD-level macroeconomics.

• Big Data and Asset Pricing held by Lasse Heje Petersen.

• Open Source Asset Pricing

• http://www.hengjieai.com/intro-to-ap.html

• https://www.andrewlyasoff.tech/slides

• https://www.factorwar.com/research/asset-pricing/

Macro-Labor

• ec9c6 - topics in macroeconomics

• ec9c5 - topics in labor economics

• [Search and Matching: Jean-Marc Robin

• Economics of the Family

• Household Behavior Thomas H. Jørgensen

• Unemployment Pascal Mihaillat

• Economic Slacks Pascal Mihaillat

• Business Cycles and How to Tame Them Pascal Mihaillat

Lecture Notes and Textbook

The Published Textbooks are limited to printing rights such that these cannot be accessed the PDF files in a general way.

• Time Series Analysis

• RMT

• SLP

• Monetary Policy, inflation, and the Business Cycle The classic textbook in NK.

• Applied Computational Economics and Finance

• Economic Growth

• Theory and numerical solution methods

• Dynamic General Equilibrium Modeling.

• Bayesian Estimation of DSGE

• Alexis Akira Toda Teaching List, including Mathematical Economics, Financial Markets, and Intertemporal Asset Pricing Theory https://alexisakira.github.io/teaching/

• Calculus of Variations and Partial Differential Equations

• https://sites.bu.edu/perry/lectures/mb-lectures/section-1/

• https://press.princeton.edu/books/hardcover/9780691135052/the-economics-of-inaction Nancy Stockey

• Financial Modeling: A Backward Stochastic Differential Equations Perspective https://link.springer.com/book/10.1007/978-3-642-37113-4

• Stochastic Controls: Hamiltonian Systems and HJB Equations https://www.amazon.com/Stochastic-Controls-Hamiltonian-Equations-Probability/dp/0387987231

• Lecture Notes on Information and Learning Annie Liang(NWU)

• Lecture notes on International Finance Zhengyang Jiang(NWU)

Computational Economics

• Firm Dynamics(Phd 2014) Chris Edmond(MelbourneU).
• Economic Growth(PhD 2021) Chris Edmond(MelbourneU)
• Advanced Macroeconomics(honors/masters 2019) Chris Edmond(MelbourneU)
• Macroeconomics (Phd Core) Chris Edmond(MelbourneU)
• Deep Learning for Solving and Estimating Dynamic Models
• Computational Dynamics
• Comp Econ for PhDs: fl
• Comp Econ Ken Judd; with teaching vedios
• ResEcon703
• Computational Methods for Economists using Python
• Computational Macroeconomics(UG)
• ECON622: This is a graduate topics course in computational economics, with applications in datascience and machine learning. (Using Pytorch, JAX etc.)

Quantitative Macro Econ/ Micro data

• Empirical Macro https://eml.berkeley.edu/~enakamura/teaching.html Emi Nakamura.

• https://sites.google.com/site/dimitriskorobilis/teaching by Dimitris Korobilis

• Applied Macroeconomics using Python https://github.com/marcinbielecki/Applied_Macroeconomics

• Methods and Applications in Quantitative Macroeconomics

• Computational Methods for Economists: Lilia Maliar(CUNY), she wrote the Handbook of Computational Economics

• https://www.thomaswinberry.com/teaching/index.htmlMicro Data for Macro Models Reading list

• Advanced topics in applied macroeconomicshttps://scholar.harvard.edu/chodorow-reich/classes/economics-2410hfc-advanced-topics-applied-macroeconomics: Gabriel Chodorow-Reich

• http://www.wouterdenhaan.com/software.htm

• https://benjaminmoll.com/lectures/ Benjamin Moll (LSE)

• https://markus.scholar.princeton.edu/MacroMoneyFinance Macro, Money, Finance.

• https://jfhoude.econ.wisc.edu/teaching-phd-io/

• Macro Dynamics

Others

• Reading List in Macroeconomics and Monetary Economics https://integdomain.files.wordpress.com/2014/07/monetary_list_v1-11.pdf
• Scientific Research and Methodology This book introduces quantitative research in the scientific and health disciplines. But it still works in other disciplines.
• [ECON]
• Four Steps to an Applied MicroPaper
• writing suggesting, Ryan Edwards
• How to build an economic model in your spare time, Hal Varian
• Math Course for Econ Tom Sargent.
• Learning in Continuous Time
• https://makotonakajima.github.io/comp/
• Macro Analysis https://www.niepelt.ch/textbook/#code
• Econ paper search https://econ-paper-search.streamlit.app/
• https://www.chaseabram.com/