Macro/computation
- RED computer codes
- Fatih Guvenen’s numerical methods course. Very detailed slides on numerical methods for macro. E.g. optimization algos, interpolation, making grids, etc. These details are often missing in other resources!
- Jose Victor Rios-Rull’s 1994 (“Models with Heterogenous Agents”) and 1997 (“Computation of Equilibrium in Heterogenous Agent Models”) guides seem seminal. I should really print both when I get a chance.
- Dean Corbae’s course on computational methods seems potentially very useful.
- Krusell-Smith’s (2006) explainer paper on their method is super well-written and useful.
- Chris Carroll’s notes on EGM. Also see his Econ-HARK project which is a Python toolkit for solving HA models.
- Alisdair McKay. Useful resources on computation for HA models. More simple than Guvenen’s, but still good.
- Chris Edmond. Notes for his 1st/2nd year PhD macro courses; slides on Krusell-Smith may be particularly useful. Seem more theoretical than practical.
- Adam Guren. Guren’s 2nd-year macro class (2017) looks awesome (I’ve downloaded the slides to my useful resources folder). Very comprehensive reading list focusing on recent-ish papers that use micro-data and HA models.
