Dynamic Macroeconomics

This is a set of R-files we use for our Dynamic Macro lecture at Uni Regensburg. Below you can find links to the html files explaining the content of the R-source files.

When clicking on the Code button on the upper right of this page, you can download the entire github directory!

Chapter 1

• Simulating linear difference equations
• Phase and time diagrams for non-linear difference equations
• Dynamic Programming

Chapter 2

• The Penn World Tables
• The Kaldor Growth Facts
• The Solow Growth Model
• A Discussion of the Solow Growth Model

Chapter 3

• The Ramsey Growth Model
• Fiscal Policy in the Ramsey model

Chapter 4

• Consumption under Certainty
• Consumption under Uncertainty

Chapter 6

• Filtering GDP
• Business Cycle Statistics
• Comparison with Germany
• A function to pull multiple data series from FRED

Chapter 7

• AR(1) processes
• Model Calibration
• Model Linearization
• Model Analysis