thanhqtran/math-for-macro

Source files producing the teaching material for a course in mathematical methods for macroeconomics

Mathematical Methods for Macroeconomics: Source Files

This repository contains source files producing the teaching material for a week-long graduate course in mathematical methods for macroeconomics. The teaching material was developed by Pascal Michaillat for EC400 at the London School of Economics & Political Science.

Course webpage

The course is hosted at https://pascalmichaillat.org/c3/.

Course overview

The course covers basic mathematical methods to study dynamical systems, in discrete time and in continuous time. The course covers three methods:

1. Dynamic programming – To solve discrete-time optimization problems
2. Optimal control – To solve continuous-time optimization problems
3. Differential equations – To characterize continuous-time systems

Source files

The source files are in LaTeX format. They are organized in 2 folders:

• lecturenotes folder – 3 sets of lecture notes
• problemsets folder – 4 problem sets

The folders also contain the PDF files produced by compiling the LaTeX files with pdfTeX.

Lecture notes

The lecturenotes folder contains the LaTeX source files to the lecture notes:

• notes1.tex, notes1.pdf – Lecture notes on dynamic programming
• notes2.tex, notes2.pdf – Lecture notes on optimal control
• notes3.tex, notes3.pdf – Lecture notes on differential equations
• phasediagrams.key, phasediagrams.pdf – Phase diagrams included in notes3.tex

Problem sets

The problemsets folder contains the LaTeX source files to the problem sets:

• ps1.tex, ps1.pdf – Problem set on dynamic programming
• ps2.tex, ps2.pdf – Problem set on optimal control
• ps3.tex, ps3.pdf – Problem set on differential equations
• ps4.tex, ps4.pdf – Cumulative problem set covering all three topics

Solutions to the problems sets are available to instructors upon request.

Style files

The folders also contain the LaTeX style files that are used to format the lecture notes and problem sets:

• paper.sty – Commands to format academic papers
• notes.sty – Slight modification of paper.sty for lecture notes
• math.sty – Commands to typeset math

License

The content of this repository was created by Pascal Michaillat and is licensed under the Creative Commons Attribution 4.0 International License.