Ali Shourideh
  • Home
  • Resume
  • Research
  • Teaching

Macro 2 - Tepper School of Business

Lecture Notes:
Coming Soon

Lectures:
  • Lecture 1: We started talking about the stochastic growth model. Paper by Epstein and Zin on separating risk-aversion and IES. Paper by Yaari on separating wealth effects from risk-aversion. 
    • ​Zoom Recording of the Lecture
  • Lecture 2: We discussed stationarity and ergodicity in an example of the stochastic one-sector growth model.
    • ​Zoom Recording of the Lecture
  • Lecture 3: We discussed general approach to recursive stochastic dynamic programming and computations. Started talking about asset prices.
    • ​Zoom Recording of the Lecture
  • ​Lecture 4: Continued talking about asset prices; how to price Lucas trees; examples of rational bubbles in overlapping generations models and started talking about Equity Premium
    • ​Zoom Recording of the Lecture
  • ​Lecture 5: Started talking about McCall model of search in discrete time and continuous time.
    • ​Zoom Recording of the Lecture
  • ​Lecture 6: Discussed Diamond Paradox and Burdett-Judd's solution to it; talked about how it leads to endogenous price dispersion
    • ​Zoom Recording of the Lecture
  • ​Lecture 7: Talked about the DMP model
    • ​Zoom Recording of the Lecture
  • ​Lecture 8: Continued with DMP and talked about the Hosios condition
    • ​Zoom 
  • ​Lecture 9: Finished efficiency properties of DMP and started talking about directed search
    • ​Zoom
  • ​Lecture 10: Continued talking about directed search
    • ​Zoom
  • Lecture 11: Finished discussion of directed search and its efficiency properties; Started talking about wage dispersion a la Postel-Vinay and Robin
    • ​Zoom
  • Lecture 12: Finished talking about PVR
    • ​Zoom
  • Lecture 13: Stochastic DP in Continuous Time
    • ​Zoom
Problem Sets:
Problem Set 1 - [PDF]; Due March 8th.​
Last year's page