Here you can find some of my notes on different courses I have taught over the years on computation, macroeconomics, and economic history. Since these are teaching notes, I borrow some material from papers, books, etc., both mine and of different people. To the best of my understanding, all that material is covered by the "fair use" doctrine or under creative commons licenses.

Please do click on each accordion button to get to the posted material.

Courses on Computation

This set of lecture notes has been prepared for my one-year (two semesters) course on computational methods for economists. See, also, my course on machine learning and on estimation of dynamic equilibrium models for extra material on machine learning, reinforcement learning, Bayesian methods, and simulation.

  • Lecture 1: High-Performance Computing in Economics.

  • Lecture 2: Software Engineering.

  • Lecture 3: OS and Basic Utilities.

  • Lecture 4: Concepts on Programming Languages.

  • Lecture 5: Scientific Computing Languages.

  • Lecture 6: Coding Tools.

  • Lecture 7: Programming Paradigms.

  • Lecture 8: The Elements of Programming Style.

  • Lecture 9: Data Handling.

  • Lecture 10: Web Scrapping.

  • Lecture 11: Paralellization.

  • Lecture 12: FPGAs in Economics.

  • Lecture 13: Numerical Differentiation and Integration.

  • Lecture 14: Optimization.

  • Lecture 15: Dynamic Programming.

  • Lecture 16: Computational Complexity.

  • Lecture 17: Nonlinear Methods.

  • Lecture 18: Projection Methods.

  • Lecture 19: Perturbation Methods I, Basic Results.

  • Lecture 20: Perturbation Methods II, General Case.

  • Lecture 21: Perturbation Methods III, Change of Variables.

  • Lecture 22: Perturbation Methods IV, Perturbing the Value Function.

  • Lecture 23: Perturbation Methods V, Pruning

  • Lecture 24: Appendix on Linearization.

  • Lecture 25: Heterogeneous Agent Models I.

  • Lecture 26: Heterogeneous Agent Models II.

  • Lecture 27: Heterogeneous Agent Models III.

  • Lecture 28: Heterogeneous Agent Models IV.

    Extra material:

  • Chapter on software engineering for economists.

  • Chapter on Unix.

  • Chapter on Git.

  • Chapter on Make.

  • Chapter on notebooks, markdown, and Pandoc.

  • Chapter on Julia. Now for Julia 1.1! Also, check my script for a 4-hour tutorial on Julia here and a good cheat sheet here.

  • A Practical Guide to Parallelization in Economics.

    My github page: here.

    The github page on parallelization: here.

    Some codes:

    A basic RBC model.

    An RBC model with stochastic volatility.

    An RBC with EZ preferences, Taylor rule, and yield curve.

    An RBC computed with Chebyshev polynomials.

    An example of memory locality.

  • Computational Tools and Macroeconomic Applications

    A short course taught at the NBER SI 2011 with Larry Christiano. Link to the course web page.

    Courses on Macroeconomics

    This set of lecture notes is an undergraduate class on Macroeconomics taught from an equilibrium perspective. There is more than enough material for a semester course and probably enough for a one year sequence. When I teach this class I pick and choose from those lecture notes. This is a work in progress and I will welcome any comments!

  • Lecture Notes on Macroeconomics

  • Courses on Economic History

    This set of lecture notes is the backbone of a course on Global Economic History.

    I have borrowed material, tables, and figures from many researchers' work as well as received detailed comments from top economists. Among others, I owe either a direct or an indirect debt to Daron Acemoglu, Robert Allen, Mike Dotsey, Mark Koyama, Joel Mokyr, Nathan Nunn, Kevin O'Rourke, and Jim Robinson. I am working on a formal draft of these notes, where I will make all the attributions explicit.

    Of course, I warmly welcome comments (and the pointing out of errors!).

  • Lecture Notes 0: Empirical Strategies in Economic History

  • Lecture Notes 1: Introduction

  • Lecture Notes 2: Classical Greece

  • Lecture Notes 3: Ancient Rome

  • Lecture Notes 4: The Islamic World

  • Lecture Notes 5: China (to be added later).

  • Lecture Notes 6: Contacts

  • Lecture Notes 7: Malthus: Population and Economic Growth

  • Lecture Notes 8: Geography, Environment, and Climate: the "Real" Real Shocks

  • Lecture Notes 9: Energy: The Mover of Output

  • Lecture Notes 10: Sea Empires

  • Lecture Notes 11: Land Empires

  • Lecture Notes 12: Europe Gets Ahead

  • Lecture Notes 13: Cradle of Modernity

  • Lecture Notes 14: Catching Up, Falling Behind

  • Lecture Notes 15: The Strange Death of Liberal Europe

  • Lecture Notes 16: False Hopes: Communism and Fascism

  • Lecture Notes 17: Africa

  • Lecture Notes 18: Les Trente Glorieuses

  • Lecture Notes 19: New Countries: Failures and Successes

  • Lecture Notes 20: The East is Red

  • Lecture Notes 21: Death and Transfiguration

  • Lecture Notes 22: Back to the Future: the Global Recession