​​​Lectures at EF&G Summer School 2024 (CUHK, SZ)

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Tractable Heterogenous-Agent DSGE Model

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1. Heterogeneous household model with financial frictions: 

   • Three-period model [note]​

   • DSGE model with an application to China's housing market [note][code]

   • Slides

2. Heterogeneous firm model with financial frictions:​

   • Three-period model [note]​

   • DSGE model with an application to stock bubbles [note]

   • Slides

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Lectures in Past EF&G Summer School

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2022 Summer School: New Keyesian DSGE [note][slides]​

• quantitative analysis [note]  [code]

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2023 Summer School: Real Business Cycle Theory [note][slides]​

• Quantitative analysis [code]

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Lecture for Bayesian Estimation [note][slides]​

• Examples

  • estimating China's production function with factor utilization [code]  [data]​​​

  • estimate the RBC model using the artificial data [code]  

  • generate artificial data from RBC model [code]  

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