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Dynamic Macroeconomic Models

  • Enseignant(s):  
  • Titre en français: Modèles de macroéconomie dynamique
  • Cours donné en: anglais
  • Crédits ECTS:
  • Horaire: Semestre d'automne 2021-2022, 4.0h. de cours (moyenne hebdomadaire)
  •  séances
  • site web du cours site web du cours
  • Formation concernée: Maîtrise universitaire ès Sciences en économie politique
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This course is an introduction to the concepts and techniques of quantitative macroeconomic modelling that are used in academics and in many institutions (central banks, IMF, etc.). The students are acquainted with workhorse models of dynamic economic modeling, are prepared to apply algorithms and numerical methods to studying macroeconomic problems, and gain insights into state-of-the-art macroeconomic research.


1) From Ramsey to Judd: The Ramsey model and many ways to solve it

2) From RBC to DSGE: Representative agent models with and without nominal frictions

3) From Aiyagari to Krusell-Smith: Heterogeneous agent models with and without aggregate risk

4) From Samuelson to Blanchard: Overlapping generations models with and without uncertainty

5) From Smolyak to Neural Nets: Advanced global methods for high-dimensional problems


  • Heer, Burkhard, and Alfred Maussner (2009). Dynamic general equilibrium modeling: computational methods and applications. Springer Science & Business Media.
  • Ljungqvist, Lars, and Thomas J. Sargent (2018). Recursive
    Macroeconomic Theory. MIT Press.
  • Judd, Kenneth L. (1998), and Kenneth L. Judd. Numerical methods in economics. MIT press.


1ère tentative

Ecrit 1h30 heures
Non autorisée
Non autorisée

Evaluation will be based on 4 quizzes and a final exam.

The lowest score on the quizzes is dropped.

Grade: 50% quizzes + 50% final exam


Ecrit 1h30 heures
Non autorisée
Non autorisée

Grade: 100% final exam.

Note that the quizzes are not taken into account.

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