DSGE Modeling

• For those of you who feel like they have to catch up on DSGE models, take a look at the AEA's: DSGE Modeling in Macroeconomics—Larry Christiano and Martin Eichenbaum
• Whether for RBC or NK models, the lecture notes by Eric Sims are great!

Dynare

• See the website of Prof. Willi Mutschler for great introductory tutorials
• For great overview of what Dynare does, see the manual by Callum Jones and Mariano Kulish
• Learn how to write good Dynare code! If you plan to work with Dynare on e.g. your thesis, take a look at this replication code from a recent paper by Freund, Hanbaek, and Rendahl (2022). It's a great example of how to write clean and efficient Dynare code. Invest early into writing good code, your future self will thank you!

Empirical Macroeconomics

• Prof. Kevin Kotzé provides amazing teaching material including lecture notes & code on almost everything Macroeconometrics
• For a more theoretical treatment of macroeconometrics, take a look at incredible resources by the AEA: Techniques of Empirical Macroeconomics—Òscar Jordà and Karel Mertens
• For theoretical treatment of macroeconometrics with a focus on time series, take a look at the AEA's : Time-Series Econometrics (James H. Stock, Mark W. Watson)
• If you plan to dip your toes into Bayesian Time Series Econometrics, I found the ECB's BEAR Technical Guide to be a great starting point! The WP by Miranda-Agrippino and Ricco is another great read, if you are looking for an overview instead of an in-depth textbook treatment of the subject.

Calibrating Macro Models

• Tomás R. Martinez provides some great slides on how to calibrate macro models using real-world data as well as further references.

Computational Methods

• Fatih Guvenen — PhD Computational Methods Great slides with practical advice that is otherwise hard to find.
• Jesús Fernández-Villaverde — Teaching notes Great material covering a wide range of computational topics in economics. Also a good starting point if you want to dip your toes into deep learning.

Python for Economics

Start with either of these:

• QuantEcon — Python lectures Learn Python through economic applications, including dynamic programming and consumption-saving models. Find more courses and tools on the QuantEcon website.
• Jeppe Druedahl — Programming resources · NumEconCph courses A progression from introductory programming and numerical methods to heterogeneous-agent macroeconomics.

Further resources

• Heterogeneous-agent models HARK · Sequence-Space Jacobian · GEModelTools
• Macro model solvers Dolo / EconForge · Econpizza
• Occasionally binding constraints and DSGE estimation pydsge

HANK

• Resources will be available soon.

Additional Notes

• Check out the website of my fellow TA Gregoire Sempé for some great resources on this course.

Research Resources

If the first lecture caught your attention, I'd recommend you the following book: 1493: Uncovering the New World Columbus Created. It's a great read!