Advanced Macroeconomics

Bad times...

Ott Toomet

Tartu University, Department of Economics

Narva 4, A123

Tartu 51009

ph: (+372) 737 6348

fax: (+372) 737 6312

e-mail: otoomet (a) gmail (.) com

Jaan Masso (takes over in spring term)

Tartu University, Department of Economics

Narva 4, A110

Tartu 51009

tel: (+372) 737 6395

fax: (+372) 737 6312

e-mail: jaan (.) masso (a) ut (.) ee

General

The textbook cover

The course contains lectures, (compulsory) home assignments, tutorials (devoted to solutions of the assignments), mid-term exam, and the final exam. The main textbook is D. Romer Advanced Macroeconomics McGraw-Hill, New York 2001. Limited number of copies available in the library. I also intend to give you a few articles and other relevant materials, such as newspaper columns.

It is obligatory to pass at least 6 of the total of 8 problem sets. The deadlines will be given (in most cases start of a tutorial), you have to follow the deadlines exactly. I prefer to have the solutions on paper (handwriting is OK), please try to avoid e-mailing them if you can. I will only briefly comment the solutions on the paper (often not at all). Tutorials are time for solutions, complaints, questions, and related discussion.

Problem sets contain one or more exercises of different weight. Every exercise will be graded as 0 (fail) or a percentage. For instance, if the weight is 2, you will receive 2 %points if passed (out of the total 3 for every assignment). I evaluate mostly your work on the problem: if you try hard (and show it on the handed-in assignment), you will pass, even if you do not get the correct results. Assignments as whole will also be graded as passed/not passed (remember you have to pass at least 6).

The final grade is made of midterm (26%), assignments (8 × 3 = 24%), and the final exam (50%). I reserve the right to re-calibrate the score based on the best actual results in the group. The points will be converted to the grades as follows:
Score to Grade
score (%)grade
90-100A
80-89B
70-79C
60-69D
50-59E
< 50F

The classes will be on Fridays, 10:15 – 11:45 in B102. The tutorials will be held 12:15-13:45, during the slot, reserved for PhD seminars in September and October. We'll discuss the timing and available slots during our first meeting, September 2nd.

Preliminary Schedule, subject to change

September 2nd

2h lecture

Introduction: what is macroeconomics? What is economic model? Economic growth: Ramsey model setup (Romer 2)

Read yourself about the Solow model (Romer 1) to refresh the concepts.

Additional reading: Optimal control, A. Chiang Elements of Dynamic optimization, Waveland Press, Illinois 1992, pp 27-36 and 161-181.

Additional background about economic growth: Acemoglu: Introduction to Modern Economic Growth, 1. peatükk.

September 9th

3h lecture + 1h tutorial

Ramsey model (Romer 2.3).

Read yourself: Romer 2.4 (Welfare)

Problems #1 deadline! Tutorial

September 16th

2h lecture + 2h tutorial

Method: 2D phase diagram

Lecture: Ramsey Model (Romer 2.5, 2.7). Read yourself: Romer pp 63-64.

Article: Blanchflower & Oswald Well-being over time in Britain and the USA, Journal of Public Economics 88, 1359-1386 (2004)

Article: Rodrik The Real Exchange Rate and Economic Growth, Brooking Papers of Economic Activity, Fall 2008, 365-412

Problems #1 deadline! Tutorial

September 23th

2h lecture + 2h tutorial

Business Cycle: introduction, real business cycle

Read yourself Romer 4.3 - 4.5.

Check empirics at http://www.nber.org/cycles.html.

Problems #3 deadline! Tutorial

Introduction to dynamic programming: Sargent (1989)

September 30th

2h lecture + 2h midterm exam

Business cycles: Keynesian cycles. Read yourself Romer 5.3 - 5.6

Midterm Exam!

The topics include:

Note that the there will also be simple questions about the paper, and about the empirical illustrations in the textbook.

October 7th

2h lecture + 2h tutorial

Business cycles: Microeconomic Foundations. Romer 6

Problems #4 deadline! Tutorial

Abraham & Haltiwanger Real Wages and the Business Cycle, Journal of Economic Literature 33(3), 1215-1264 (1995)

October 14th

2h lecture + 2h tutorial

Consumption. Romer 7

Problems #5 deadline! Tutorial

October 21th

2h lecture + 2h tutorial

Investments. Romer 8

Problems #6 deadline! Tutorial

Cogan & et al New Keynesian versus old Keynesian government spending multipliers, Journal of Economic Dynamics and Control 34, 281-295 (2010)

More background:

October 28th

2h lecture + 2h tutorial

Inflation. Simple relationships (Romer 10.1 - 10.3); reputation (Romer 10.5, read yourself included empirics). Inflation costs

Article: Shafir, Diamond & Tversky Money Illusion, Quarterly Journal of Economics 112(2), 341-374 (1997).

Problems #7 deadline! Tutorial

November 25th

2h lecture + 2h tutorial

Political Economics, strategic debt (Romer 11.6).

Problems #8 deadline! Tutorial

Exam:December 21th, 10:15
Room B102
Useful stuff: