Dynamic Math for Economists
I'm using this page for a course at Quinnipiac on DSGE Modelling for advanced undergrads and to explore and build a course on economic dynamics
Spring 2020 QU Independent Study in
DSGE Modelling of CEE Economies
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Outline for the Math of the Course
First Part of the Course

Introduction to Difference Equations: Basics

Introduction to Differential Equations: Basics
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Introduction to Time Series: Basics

Introduction to Time Series: The Expectations Operator

Introduction to Time Series: Calculating Impulse Response Functions

Introduction to Time Series: AR to MA processes
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Second Part of the Course

Optimization: Review of Static Lagrangians

Optimization: TwoPeriod Lagrangians

Optimization: TwoPeriod Insights into Infinite Horizons and Bellman

Optimization: Infinite Horizon Lagrangians in Discrete Time

Optimization: Infinite Horizon Hamiltonians in Continuous Time
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Solving Models: Phase Diagrams in Continuous Time

Solving Models: Linearizing around Steady State

Solving Models: Systems of Difference Equations

Solving Models: Systems of Differential Equations
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Economic Modelling Topics

Budget Constraints Part One: How To Think About and Model Them ... PDF

Budget Constraints Part Two
GraduateLevel Introduction to DSGE and Dynare
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Eric Sims at Norte Dame has some of the best material to get into DSGE and to do it via Dynare.
Eric Sims Graduate Macro II class (2017)

Introductory Notes:
Preliminaries (Impluse Response Fns): pdf
Two period consumptionsaving: pdf
Value function iteration: pdf

Using Dynare: pdf

More Advanced Material:
Review of neoclassical growth: pdf
Loglinearization: pdf
Solving linearized models: pdf
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Matrix Algebra

Basic Matrix Terms and Definitions ... PDF

Professor Gilbert Strang's 2009 Linear Algebra Linear Algebra MIT 16.08 on Youtube

Quiz 1 Review

Quiz 2 Review

Final Course Reviewâ€‹â€‹â€‹
 Prof. Strang's 2020 A 2020 Vision of Linear Algebra uses his new method for all the material in MIT 16.08. I encourage you to watch MIT 16.08 first, then these. Or, the first 23 lectures in 16.08, then Intro and Part 1 (below), then the next ones in 16.08, then Part 2 (below) and so on.â€‹

Part 4: Eigenvalues and Eigenvectors

Part 3: Orthogonal Vectors

Part 1: The Column Space of a Matrix

Prof. Strang's 2018 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning MIT 18.065â€‹
Gilbert Strang's Highlights of Calculus

Prof Gilbert Strang's short collection of videos and why he made these (click here)

MIT Courseware: click here

Prof Strang's Free Calculus textbook (download here).

Highlights and the Big Picture of Calculus

Derivatives
Probability and Stats

2010 MIT Course on Probability and Statistics includes processes.

Harvard's Statistics 110 (Probability) by Prof. Joe Blitzstein

34 Lectures on Youtube


MIT Course on Applied Math in Finance, including lectures on statistical processes.â€‹
Ronald Shone had two great textbooks on Economic Dynamics and Math. I think his approach was right: teach first how to solve the basic systems in excel and other programming languages, and then cover the math. I'm trying to build on his insight.
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Introduction to Economic Dynamics (a "nonmath" treatment where everything is solved in Excel)
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Economic Dynamics (a more "applied" math coverage of the material needed for dynamic analysis in Economics with examples in excel and Maple)