Here you can find some of my notes on different courses I have taught over the years. 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.

This set of lecture notes has been prepared for my class on computational methods.

  • 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: Numerical differentiation and integration.

  • Lecture 13: Optimization.

  • Lecture 14: Value function iteration.

  • Lecture 15: Computational complexity.

  • Lecture 16: Nonlinear methods.

  • Lecture 17: Projection methods.

  • Lecture 18: Perturbation methods I, basic results.

  • Lecture 19: Perturbation methods II, general case.

  • Lecture 20: Perturbation methods III, change of variables.

  • Lecture 21: Perturbation methods IV, perturbing the value function.

  • Lecture 22: Perturbation methods V, pruning

  • Lecture 23: Appendix on linearization.

    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.

    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

  • This set of lecture notes is the backbone of a course on Global Economic History at University of Pennsylvania.

    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: Contacts

  • Lecture Notes 3: Malthus: Population and Economic Growth

  • Lecture Notes 4: Geography, Environment, and Climate: the "Real" Real Shocks

  • Lecture Notes 5: Energy: The Mover of Output

  • Lecture Notes 6: Sea Empires

  • Lecture Notes 7: Land Empires

  • Lecture Notes 8: Europe Gets Ahead

  • Lecture Notes 9: Cradle of Modernity

  • Lecture Notes 10: Catching Up, Falling Behind

  • Lecture Notes 11: The Strange Death of Liberal Europe

  • Lecture Notes 12: The Great Depression (currently merged with previous set of lecture notes, to be expanded later).

  • Lecture Notes 13: False Hopes: Communism and Fascism

  • Lecture Notes 14: Les Trente Glorieuses

  • Lecture Notes 15: New Countries: Failures and Successes

  • Lecture Notes 16: Death and Transfiguration (currently merged with lecture notes 14, to be expanded later).

  • Lecture Notes 17: Back to the Future: the Global Recession