ECO 392M: Computational Economics I
Fall 2009, University of Texas
Instructor: Dean Corbae
Problem Set #11- Due 11/30/09
This problem set is based on a simple MA(1) example in Section 3 of Michaelides
and Ng (2000, Journal of Econometrics) used to assess
ECO 392M: Computational Economics I
Fall 2010, University of Texas
Instructor: Dean Corbae
Problem Set #10 - Due 11/29/10
This problem set is designed to have you solve a simplied version of the general
equilibrium model of rm dynamics in Hopenhayn and Ro
ECO 392M: Computational Economics I
Fall 2010, University of Texas
Instructor: Dean Corbae
Problem Set #9- Due 11/17/10
This problem set takes you through the steps of computing transition paths
associated with one-time changes in taxes in general equilib
ECO 392M: Computational Economics I
Fall 2010, University of Texas
Instructor: Dean Corbae
Problem Set #8- Due 11/10/10
You are to compute an approximate equilibrium of an Aiyagari (1994) paper with
aggregate uncertainty using the techniques in Krusell an
ECO 392M: Computational Economics I
Fall 2010, University of Texas
Instructor: Dean Corbae
Problem Set #7- Due 11/3/10
You are to compute the decision problem of an agent in a nonstochastic growth model
facing different prices using different interpolatio
ECO 392M: Computational Economics I
Fall 2009, University of Texas
Instructor: Dean Corbae
Problem Set #6- Due 10/7/09
This problem set has you approximate a continuous AR1 process for real output growth
by an N = 4 state Markov process.
1. Download real
ECO 392M: Computational Economics I
Fall 2009, University of Texas
Instructor: Dean Corbae
Problem Set #5- Due 10/13/10
1. Consider a nonstochastic growth model with preferences of the representative agent
given by:
"
#
X
()
=1
1
with = 1 5 and = 0 994 Fu
Econ 392M: Computational Economics I
Fall 2010, University of Texas
Instructor: Dean Corbae
Problem Set #4- Due 9/22/10
I. Consider the same environment as Huggett (1993, JEDC) except assume that there are
enforceable insurance markets regarding the idios
ECO 392M: Computational Economics I
Fall 2010, University of Texas
Instructor: Dean Corbae
Problem Set #4b Revised- Due 9/29/10
In this problem set you are to contrast pooling and separating equilibria with bankruptcy.
For parameters, let: preference para
Econ 392M: Computational Economics I
Fall 2010, University of Texas
Instructor: Dean Corbae
Problem Set #3- Due 9/15/10
1. Exercise 12.8 in S-L. Let = [0 1] and consider the difference equation
=1
a. What is the transition function corresponding to this d
Econ 392M: Computational Economics I
Fall 2009, University of Texas
Instructor: Dean Corbae
Problem Set #2- Due 9/9/09
This problem introduces you to dynamic programming in an innite horizon
growth model on the computer. In particular, you are to modify t
Computational Economics
Fall 2011, University of Wisconsin
Instructor: Dean Corbae
Problem Set #1- Due 9/14/11
Browse through Olivetti, Silverman, and Hong (2002). Split up into groups
of at least 2 people based on interest to provide a detailed introduct
ECO 392M: Computational Economics I
Fall 2006, University of Texas
Instructor: Dean Corbae
Final Project - Due 12/18/06
1
Environment
This problem set take you through the steps of solving a model of industry
dynamics composed of a nite number of rms as i