Macro

These mainly some specific fields in Macroeconomics and Macro-Fiannce.

The classification may be overlapped.

1 Heterogeneous Agents Model

• https://www.nber.org/conferences/heterogeneous-agent-macro-workshop-spring-2022 NBER Heteregenous-Agent Macro Workshop 2022

• https://www.ralphluetticke.com/files/Slides_Luetticke.pdf The author’s github page

• Computational Notes on Heterogeneous-Agent Macroeconomics https://alisdairmckay.com/Notes/HetAgents/

• Notes on Computational Methods for Macroeconomics https://makotonakajima.github.io/comp/ by Makoto Nakajima

• Codes mainly related to HANK https://www.ralphluetticke.com/code/

2 DSGE

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

• http://web.stanford.edu/~aauclert/kuleuvenmini/ Minicourse on Fiscal and Monetary Policy with Heterogeneous Agents

• Rios-Rull Slides

• Econ807 and problem sets

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

3 Macro-Finance

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

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

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

• jesusfv’s website includes Course on Computation&Courses on Macroeconomics and Course on History.

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

4 Asset Pricing

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

• http://pfwang.people.ust.hk/Teaching.htm

• Wuhan University FinTech https://github.com/WHUFT

• Quantitive Investment in NanKai University

• Big data and Asset Prising

• Open Source Asset Pricing

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

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

5 Dynamic Model

• Firm Dynamics taught by Chris Edmond(U Melbourne).

• Deep Learning for Solving and Estimating Dynamic Models

6 Lecture note/textbook

The Published Textbooks are limited to printing right such that these could not be accessed the pdf files in a general way.

• Time Series Analysis
• LS
• 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

7 Math

• 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 writed by Nancy Stockey

7.1 SDE/BDSE/Stochastic Controls

• 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

7.2 Mean Field Games

• https://arxiv.org/abs/1509.02505: The master equation and the convergence problem in mean field games
• https://arxiv.org/abs/2012.05237 Applications of Mean Field Games in Financial Engineering and Economic Theory
• Ben Moll(LSE) https://benjaminmoll.com/wp-content/uploads/2020/10/MFG_macro.pdf
• Adrien Bilal(Harvard) ECONOMICS AND MEAN FIELD GAMES

8 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 taught by Lilia Maliar(CUNY) whom also wrote the book chapter in 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 by Gabriel Chodorow-Reich

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

• https://benjaminmoll.com/lectures/ benjaminmoll

• https://markus.scholar.princeton.edu/MacroMoneyFinance MacroMoneyFinance taught by Markus Brunnermier.

9 Others

• https://wp.nyu.edu/zhenhuan/resources/ collected by Leed Lei.
• 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.
• Four Steps to an Applied Micro Paper
• writting suggesting, Ryan Edwards
• How to build an economic model in your spare time, Hal Varian