The lectures, shared with my colleage Lise Patureau, provide an introduction to advanced frictions in labor and financial markets.
The lectures with Lise Patureau will mainly deal with search frictions in the labor market.
In contast, my lectures provide an introduction on capital market frictions, housing market friction and macroeconomic non-linearities. The lectures are divided in three main chapters that are detailed in the following section.
Get MATLAB on your computer
Please use your own laptop if you can with MATLAB installed prior to the first lecture.
Dauphine University provides a free licence for students
. Please have Datafeed, Optimization and Econometrics toolboxes installed. This is the safest solution
Go to Citrix
to connect to a remote server hosted in Dauphine. Note that your internet connection must be stable, which may not always be the case if many users are simultaneously connected to the wifi.
Real time macro-data on MATLAB
This is a must-read as all of the lectures will rely on DBnomics. The latter is a database aggregator which can be queried directly from MATLAB. Please read carefully this following note on DBnomics and download as well the MATLAB function which allows to get real time macro data:
Query DBnomics w/ MATLAB.
The Dynare package