JEM183 - Mathematical Methods in Macroeconomics

Kredit: 6
Role předmětu: Anglicky
CSF - elective
ET - povinně specializační
F,FT a B - povinně volitelný
Magisterský - vše
MEF - elective
Semestr - zimní
Garanti: PhDr. RNDr. Josef Stráský Ph.D.
Stránky kurzu: JEM183
Literatura: Ronald Shone: Economic Dynamics: Phase Diagrams and their Economic Application, Cambridge University Press, 2003
Ronald Shone: An Introduction to Economic Dynamics, Cambridge University Press, 2001
Dawkins, Paul: Differential Equations http://tutorial.math.lamar.edu/ (follow the link to Differential Equations (Math 3301) link).
Hájková, John, Kalenda, Zelený: Matematika, Matfyzpress, Praha 2006

Ljunqvist, Sargent: Recursive Macroeconomic Theory, third edition, The MIT Press 2012
Jianjun Miao: Economic Dynamics in Discrete Time, The MIT Press 2014
Jerome Adda and Russell Cooper: Dynamic Economics - Quantitative Methods and Applications
Popis: Course webpage:
https://dl1.cuni.cz/course/view.php?id=2709

The course is focused on mathematical methods which are underlying modern economic theory such as difference and differential equations and their systems, dynamic optimization methods, dynamic programming, foundations of nonlinear dynamics and approximation methods such as linearization and log-linearization. Developed mathematical tools are used in solving important economic models such as IS-LM model or stochastic growth model. Students will use two mathematical programming environments - Mathematica and Matlab.

Partneři

Deloitte
Česká Spořitelna

Sponzoři

CRIF
McKinsey
Patria Finance
EY