## mathemAtical methods for macroeconomics

instructor・Pascal Michaillat

date・Fall 2013

school・London School of Economics & Political Science

permalink・https://www.pascalmichaillat.org/t3.html

date・Fall 2013

school・London School of Economics & Political Science

permalink・https://www.pascalmichaillat.org/t3.html

course overview・This course covers basic mathematical methods to study dynamical systems, in discrete time and in continuous time. Dynamical systems are systems that involve more than one time-period; they are prevalent in macroeconomics. The course first discusses dynamic programming, a method to solve discrete-time optimization problems. It then turns to optimal control, a method to solve continuous-time optimization problems. Finally, it shows how to solve differential equations, which are key to describe continuous-time systems.

lecture notes 1・Dynamic Programming

lecture notes 2・Optimal Control

lecture notes 3・Differential Equations

lecture notes 2・Optimal Control

lecture notes 3・Differential Equations

problem set 1・Dynamic Programming

problem set 2・Optimal Control

problem set 3・Differential Equations

exam・ One-Hour Cumulative Exam

problem set 2・Optimal Control

problem set 3・Differential Equations

exam・ One-Hour Cumulative Exam