Economics 303: Advanced Macroeconomics I
Fall 2006
George Hall
Lectures: Tuesday and Fridays, 10:30Noon
Sacher International Center, Chancellor's Suite
Teaching Fellow: Daniela Kolusheva
Announcements (Date Posted)
 Welcome to the homepage for Economics 303. You may want to
bookmark this page for future reference. (8/30/2006)
 The midterm exam will be Friday, October 20 in class. (9/26/2006)
 The midterm exam will be administered in Sachar 130. (10/12/2006)
 The final exam will be Friday, December 8, from 9:15 AM  12:15 PM (11/27/06)
Course Materials
Syllabus and Other Course Materials
Problem Sets
 Problem Set 1 Due in class, Tuesday, September 12
 Problem Set 2 Due in class, Friday, September 22
 Problem Set 3 Due in class, Tuesday, September 26
 Problem Set 4 Due in class, Friday, October 6
 Problem Set 5 Due in class, Friday, October 13
 Problem Set 6 Due in class, Friday, October 27
 Problem Set 7 Due in class, Friday, November 3
 Problem Set 8 Due in class, Friday, November 10
 Problem Set 9 Due in class, Friday, November 17
 Problem Set 10 Due in class, Tuesday, November 28
 Problem Set 11 Due in class, Tuesday, December 5
Computer Programs

lecture1_graphs.m
A Matlab script file which produces the data graphs discussed in the first lecture.
 GDPC1.DAT
Real GDP data file from the St. Louis Fed's FRED database.
 INDPRO.DAT
Industrial production data file from the St. Louis Fed's database.
 hptrend.m
A Matlab function written by Ellen McGrattan to implement the HodrickPrescott filter.
 pentle.m
A Matlab subroutine called by hptrend.m .
 trile.m
A Matlab subroutine called by hptrend.m.
 ar1_simulation.m
A Matlab script file that simulates a simple AR(1) process.
 solow.m
A Matlab script file that simulates a discretetime version of the Solow (1956) model.
 det_dp.m
A Matlab script file that solves the BrockMirman deterministic growth model by value function interation.
 stoch_vfi.m
A Matlab script file that solves a stochstic growth model by value function interation.
 markov.m
A Matlab function that simulates a Markov chain. I got this code from Tom Sargent.
 stoch_pi.m
A Matlab script file that solves a stochstic growth model by policy function interation (Howard's Improvement Algorithm).
 consumption.m
A Matlab script file which produces the data graphs discussed in the consumption lecture.
 DSPIC96.DAT
Real disposable income data file from the St. Louis Fed's FRED database.
 PCEC96.DAT
Real personal income expenditure data file from the St. Louis Fed's database.
 consav.m
A Matlab script file which solves a simple consumption/saving problem.
 Matlab code that solves Hansen's divisible labor model and
Burnside, Eichenbaum, and Rebelo's labor hording model.
 ayse.m Matlab code that replicates Ayse Imrohoroglu's (1992) JEDC paper.
 smodel4.m Matlab code that solves a Huggett (1993) JEDC style model.
 smodel2.m Matlab code that solves an Aiyagari (1994) QJE style model.
 mp.m Matlab code that solves a MortensenPissaridesstyle model.
To George Hall's home page.
http://people.brandeis.edu/~ghall/econ303/index.html
8/30/06