ECON-UB 233
Dave Backus @ NYU
Quiz #3
December 2014
Please write your name below. Then complete the exam in the space provided. There are
THREE questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and sign

ECON-UB 233
Dave Backus @ NYU
Lab Report #7: Dynamics in Theory and Data
Revised: November 19, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work.
1. Is the light on? Consider Hairers example. A state

ECON-UB 233
Dave Backus @ NYU
Quiz #1
Fall 2013
Please write your name below, then complete the exam in the space provided. You may refer
to one page of notes: standard paper, both sides, any content you wish. There are FOUR
questions.
(Name and signature

ECON-UB 233
Dave Backus @ NYU
Lab Report #5: Returns & Risk Premiums
Revised: November 3, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Please include your Matlab code.
Solution: Brief answers f

ECON-UB 233
Dave Backus @ NYU
Lab Report #4: Asset Pricing Fundamentals
Revised: October 27, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Please include your Matlab code.
Solution: Brief answer

ECON-UB 233
Dave Backus @ NYU
Lab Report #5: Returns & Risk Premiums
Revised: November 3, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Please include your Matlab code.
1. The equity premium in

ECON-UB 233
Dave Backus @ NYU
Lab Report #4: Asset Pricing Fundamentals
Revised: October 15, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Please include your Matlab code.
1. State prices and re

ECON-UB 233
Dave Backus @ NYU
Lab Report #3: Consumption, Risk, & Portfolio Choice
Revised: October 6, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Please include your Matlab code.
Solution: An

ECON-UB 233
Dave Backus @ NYU
Lab Report #2: Equity Returns & Certainty Equivalents
Revised: August 20, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Use Matlab where possible and attach your co

ECON-UB 233
Dave Backus @ NYU
Lab Report #2: Equity Returns & Certainty Equivalents
Revised: September 23, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Use Matlab where possible and attach your

ECON-UB 233
Dave Backus @ NYU
Lab Report #1: Moments & Cumulants
Revised: September 17, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Use Matlab where possible and attach your code to your answe

ECON-UB 233
Dave Backus @ NYU
Quiz #1
Spring 2013
Please write your name below, then complete the exam in the space provided. There are
FOUR questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and signatu

ECON-UB 233
Dave Backus @ NYU
Quiz #1
Revised: October 3, 2014
Please write your name below, then complete the exam in the space provided. You may refer
to one page of notes: standard paper, both sides, any content you wish. There are FOUR
questions.
(Nam

ECON-UB 233
Dave Backus @ NYU
Syllabus: Macroeconomic Foundations for Asset Prices
Revised: August 20, 2015
Overview
This course is about links between asset prices (particularly the prices of equity indexes
and government bonds) and the economy as a whol

ECON-UB 233
Dave Backus @ NYU
Quiz #2
November 2015
Please write your name below. Then complete the exam in the space provided. There are
THREE questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and sign

ECON-UB 233
Dave Backus @ NYU
Syllabus: Macroeconomic Foundations for Asset Prices
Revised: October 2, 2014
Overview
This course is about links between asset prices (particularly the prices of equity indexes and
government bonds) and the economy as a whol

ECON-UB 233
Dave Backus @ NYU
Quiz #2
(Spring 2012)
Please write your name below. Then complete the exam in the space provided. There are
THREE questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and sign

ECON-UB 233
Dave Backus @ NYU
Quiz #2
(Spring 2013)
Please write your name below. Then complete the exam in the space provided. There are
THREE questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and sign

ECON-UB 233
Dave Backus @ NYU
Quiz #2
Fall 2014
Please write your name below. Then complete the exam in the space provided. There are
THREE questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and signatur

ECON-UB 233
Dave Backus @ NYU
Quiz #2
November 2014
Please write your name below. Then complete the exam in the space provided. There are
THREE questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and sign

ECON-UB 233
Dave Backus @ NYU
Quiz #2
Fall 2013
Please write your name below. Then complete the exam in the space provided. There are
THREE questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and signatur

ECON-UB 233
Dave Backus @ NYU
Quiz #1
Spring 2012
Please write your name below. Then complete the exam in the space provided. There are
THREE questions. You may refer to one page of notes: standard paper, both sides, any
content you wish.
(Name and signat

ECON-UB 233
Dave Backus @ NYU
Quiz #1
Fall 2014
Please write your name below, then complete the exam in the space provided. You may refer
to one page of notes: standard paper, both sides, any content you wish. There are FOUR
questions.
(Name and signature

ECON-UB 233
Dave Backus @ NYU
Lab Report #3: Consumption, Risk, & Portfolio Choice
Revised: September 23, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Please include your Matlab code.
1. Entrop

ECON-UB 233
Dave Backus @ NYU
Lab Report #1: Moments & Cumulants
Revised: September 17, 2015
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Use Matlab where possible and attach your code to your answe

ECON-UB 233
Dave Backus @ NYU
Models of Bond Pricing
Revised: December 12, 2013
We dene bond prices and related objects and describe the connection between bond prices
and the pricing kernel in arbitrage-free economies. Formally, we apply the no-arbitrage

ECON-UB 233
Dave Backus @ NYU
Lab Report #8: Bond Prices & Predictable Returns
Revised: December 12, 2013
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Please include your Matlab code.
1. Equity pric

ECON-UB 233
Dave Backus @ NYU
Forward-Looking Models
Revised: December 12, 2013
Lots of things in economics and nance are forward-looking: decisions made now depend
on things we expect to happen in the future. Well take what we might call a classical
appr

ECON-UB 233
Dave Backus @ NYU
Lab Report #7: Dynamics in Theory and Data
Revised: December 11, 2013
Due at the start of class. You may speak to others, but whatever you hand in should be your
own work. Please include your Matlab code.
1. Linear models. Co

ECON-UB 233
Dave Backus @ NYU
Consumption, Saving, & Portfolio Choice
Revised: November 6, 2013
Another building block for thinking about business cycles and asset returns is what well
call the consumers problem: how an individual might decide between cur