Columbia University: Economics G6214
Segment 3: Perturbation Methods for the Numerical Analysis of DSGE Models
Spring 2005

Professor Stephanie Schmitt-Grohe
Department of Economics
Duke University

E-mail: grohe@duke.edu

Syllabus


Lecture Notes on Perturbation Methods, Part I
Lecture Notes on Perturbation Methods, Part II
First-order approximation as described in lecture notes: gxhx.m
Link to the Schmitt-Grohe/Uribe second-order approximation package