Monday, March 15, 2010
Rankings of Economics Departments
IDEAS (IDEAS also offers rankings based on economics branches, countries and individuals)
US News and World Report
Ranking by Tilburg University
Thursday, March 11, 2010
Resources for Time-Series Econometrics
Data
http://lib.stat.cmu.edu/
http://www.economagic.com/
http://www-personal.buseco.monash.edu.au/~hyndman/TSDL/
http://www.epic.noaa.gov/tao/select/timeselect.html
http://www.stls.frb.org/fred/
http://ublib.buffalo.edu/libraries/units/lml/ Government_Doc/gov_publications/econhist.html
Friday, March 5, 2010
Lectures of Macroeconomics
MIT
Macroeconomic Theory I
Macroeconomic Theory II
Macroeconomic Theory III(2002), (2006)
Macroeconomic Theory IV
Advanced Macroeconomics(2004), 2007
Development Economics: Macroeconomics
UC Berkeley
Macroeconomic Theory, M. Obstfeld (2009)
Macroeconomic Finance, A. G. Szeidl (2009)
Macroeconomic Theory, Y. Gorodnichenko and D. Romer (2008)
Macroeconomic Theory, G. Akerlof (2007)
Macroeconomic Theory, C. Jones & D. Romer (2007)
Macroeconomics Seminar, D. Romer (2007)
Macroeconomics Workshop, C. Jones (2007)
Northwestern University
Graduate Macroeconomics,
Advanced Graduate Macroeconomic,
International Finance,
Columbia
International Finance & Monetary Theory, Richard H. Clarida
International Monetary Transactions, Richard H. Clarida
New York
Intermediate Macroeconomics – Timothy Cogley
Incorporating Financial Factors within Macroeconomic Modelling and Policy Analysis – Mark Gertler
Wednesday, March 3, 2010
Books for Economists
Authors | Title | Recommender(s) | Press | Year of Publication |
Gary Becker | Human Capital | Prof. Gaynor | University of Chicago Press | 1993 |
Diane Coyle | The Soulful Science: What Economists Really Do and Why it Matters | Prof. Goldburg | Princeton University Press | 2007 |
Avinash Dixit and Barry Nalebuff | Thinking Strategically: The Competitive Edge in Business, Politics, and Everyday Life | Prof. Spatt | W.W. Norton & Co. | 1991 |
Darrel Duffie | Dynamic Asset Pricing Theory | Prof. Seppi | Princeton University Press | 2001 |
William Easterly | The Elusive Quest for Growth: Economists Adventures and Misadventures in the Tropics | Prof. McCallum | M.I.T. Press | 2002 |
David D. Friedman | Hidden Order: The Economics of Everyday Life | Prof. Goodfriend | HarperCollins | 1996 |
Milton Friedman | Capitalism and Freedom | Profs. Ferreyra, Goldburg, Goodfriend, and McCallum | The University of Chicago Press | 1962 |
Victor Fuchs | Who Should Live? | Prof. Gaynor | World Scientific Publishing Co. | 1998 |
John Kenneth Galbraith | The Affluent Society | Profs. Goldburg and Keech | Houghton Mifflin | 1998 (40th Anniversary Edition) |
Friedrich A. Hayek | Road to Serfdom | Prof. Keech | The University of Chicago Press | 1994 (Fiftieth Anniversary Edition) |
Robert Heilbroner | The Worldly Philosophers: The Lives, Times And Ideas Of The Great Economic Thinkers | Prof. Goldburg | Touchstone Press | 1995 (7th Edition) |
Albert O. Hirschman | Exit, Voice and Loyalty: Responses to Decline in Firms, Organizations, and States | Prof. Keech | Harvard University Press | 1970 |
John Maynard Keynes | General Theory of Employment, Interest, and Money | Prof. Ferreyra | Prometheus Books | 1936 |
Lawrence Kotlikoff and Scott Burns | The Coming Generational Storm | Prof. Spatt | M.I.T. Press | 2004 |
Steven Landsburg | Armchair Economist: Economics and Everyday Experience | Profs. Routledge and Goodfriend | Simon & Schuster | 1993 |
Steven D. Levitt and Stephen J. Dubner | Freakanomics: A Rogue Economist Explores the Hidden Side of Everything | Profs. Goldburg and Spatt | HarperCollins | 2005 |
Burton Malkiel | A Random Walk Down Wall Street | Profs. Routledge and Spatt | W.W. Norton & Co. | 2003 (8th Edition) |
Joel Mokyr | The Lever of Riches: Technological Creativity and Economic Progress | Prof. Goodfriend | Oxford University Press | 1998 |
Douglass C. North and Robert Paul Thomas | The Rise of the Western World: A New Economic History | Prof. Goodfriend | Cambridge University Press | 1973 |
Mancur Olsen | The Logic of Collective Action: Public Good and the Theory of Groups | Prof. Keech | Harvard University Press | 1971 (2nd Edition) |
Sherwin Rosen | Markets and Diversity | Prof. Spatt | Harvard University Press | 2004 |
Thomas Schelling | Micromotives and Macrobehavior | Prof. Spatt | W.W. Norton & Co. | 1978 |
Thomas Schelling | Strategy of Conflict | Prof. Keech | Harvard University Press | 1960 |
Robert Schiller | Irrational Exuberance | Prof. Fong | Random House | 2000 (2nd Edition) |
Joseph A. Schumpeter | Capitalism, Socialism and Democracy | Prof. Goldburg | HarperCollins | 1950 (3rd Edition) |
Amartya Sen | Collective Choice and Social Welfare | Prof. Keech | North Holland Press | 1970 |
Adam Smith | An Inquiry into the Nature and the Causes of the Wealth of Nations | Prof. Goldburg | Liberty Fund | 1776 (1981 Edition) |
Richard H. Thaler | The Winner's Curse: Paradoxes and Anomalies of Economic Life | Prof. Weber | Princeton University Press | 1992 |
David Warsh | Knowledge and the Wealth of Nations: A Story of Economic Discovery | Prof. Keech | W.W. Norton & Co. | 2006 |
Source: Well-Read Economist-Tepper School of Business at Carnegie Mellon
Writing and Publishing
Strunk and White, "The Element of Style"
William Zinsser, "On Writing Well"
Donald McCloskey, "The Rhetoric of Economics"
How-to-publish guide:
Kwan Choi (Iowa State), "How To Publish In Top Journals"
John Creedy (Melbourne), "From Manuscript to Publication: A Brief Guide for Economists"
Daniel Hamermesh (Texas), "The Young Economist's Guide to Professional Etiquette"
Carsten Sorensen (LSE), "This Is Not An Article"
Lecture Notes
Most of the links here are copied from the econphd.net site, which was maintained by Christian Roessler. The site is currently down, hence this page is created to reserve part of its useful sources for academic purposes. Please respect the rights of these authors to their works and do not publish the downloaded files without permissions.
Microeconomics
Consumers, firms, and general equilibrium:
Arne Hallam (Iowa State), Microeconomics
Nolan Miller (Harvard), Lecture Notes on Microeconomic Theory
Robert Nau (Duke), Seminar in Choice Theory
Sten Nyberg (SSE), Advanced Microeconomics
Ariel Rubinstein (Tel Aviv), Lecture Notes in Microeconomic Theory: The Economic Agent
Max Stinchcombe (Texas), Single-Person and Multi-Person Decision Theory
Guoqiang Tian (Texas A&M), Microeconomic Theory
Nicholas Yannelis (Illinois), Lecture Notes in General Equilibrium Theory
Game theory and mechanism design:
Wayne Bialas (SUNY Buffalo), Game Theory
Bernard Caillaud (ENPC) / Benjamin Hermalin (Berkeley), Hidden Action and Incentives
Bernard Caillaud (ENPC) / Benjamin Hermalin (Berkeley), Hidden-Information Agency
Yongmin Chen (Colorado), Microeconomic Theory II
Peter Cramton (Maryland), Advanced Microeconomics
Christian Ewald (St Andrews), Games, Fixed Points and Mathematical Economics
Douglas Gale (NYU), Strategic Foundations of General Equilibrium
Benjamin Hermalin (Berkeley), Lecture Notes for Economics
Paul Klemperer (Oxford), Auctions: Theory and Practice
Levent Koçkesen (Columbia), Advanced Microeconomic Analysis I
Martin Osborne (Toronto) / Ariel Rubinstein (Tel Aviv), Bargaining and Markets
Jim Ratliff (prev. Arizona), Graduate-Level Course in Game Theory
Francesco Squintani (UCL), Notes for Non-Cooperative Game Theory
Max Stinchcombe (Texas), Dynamics and Learning
Max Stinchcombe (Texas), Notes for a Course in Game Theory
International trade:
Pol Antras (Harvard), Advanced Topics in International Trade
Donald Davis (Columbia), Notes on Competitive Trade Theory
István Kónya (Boston College), Lecture Notes in International Trade
Edward Leamer (UCLA), Sources of International Comparative Advantage
James Markusen et al. (Colorado), International Trade: Theory and Evidence
Applied and computational micro / other topics in micro:
Daron Acemoglu (MIT), Lecture Notes in Graduate Labor Economics
Ted Bergstrom (UC Santa Barbara), The Theory of Public Goods and Externalities
Christopher Carroll (JHU), Solution Methods for Microeconomic Dynamic Stochastic Optimization Problems
Alan Duncan (Nottingham), Labour Economics I & II
Bryan Ellickson (UCLA), General Equilibrium and Finance
Ariel Rubinstein (Tel Aviv), Economics and Language
Ariel Rubinstein (Tel Aviv), Modelling Bounded Rationality
David Zilberman (Berkeley), Economics & Policy of Production, Technology and Risk in Agricultural & Natural Resources
Mathematics
Mathematics for economists:
Julio Dávila (Penn), Mathematics for Economic Theory
Arne Hallam (Iowa State), Quantitative Methods in Economic Analysis
John Hillas / Dmitriy Kvasov (Auckland), Foundations of Economic Analysis
Michael Manove (Boston U), Mathematics for Micro
Markus Möbius (Harvard), Mathematics for Economists
Efe Ok (NYU), Real Analysis & Probability Theory with Economic Applications
Martin Osborne (Toronto), Mathematical Methods for Economic Theory
Guoqiang Tian (Texas A&M), Mathematical Economics
Viatcheslav Vinogradov (Charles U), A Cook-Book of Mathematics
Optimization:
Steve Alpern (LSE), Optimization Theory
Stephen Boyd (Stanford) / Lieven Vandenberghe (UCLA), Convex Optimization
Michael Burger (UCLA), Infinite-Dimensional Optimization and Optimal Design
Jan van den Heuvel (LSE) / Graham Brightwell (LSE), Optimization Theory
Robert Vanderbei (Princeton), Linear Programming: Foundations and Extensions
Pravin Varaiya (Berkeley), Lecture Notes on Optimization
Klaus Wälde (U Würzburg), Applied Intertemporal Optimization
Richard Woodward (Texas A&M), Dynamic Optimization
Linear algebra / calculus / differential equations:
Alan Bain (prev. Cambridge), Stochastic Calculus
Michael Berry (Tennessee) et al., Templates for the Solution of Linear Systems
George Cain (Georgia Tech) / James Herod (Georgia Tech), Multivariable Calculus
William Chen (Macquarie), First-Year Calculus
William Chen (Macquarie), Linear Algebra
Ian Craw (Aberdeen), Advanced Calculus and Analysis
Lawrence Evans (Berkeley), An Introduction to Stochastic Differential Equations
John Friedlander / Peter Rosenthal (Toronto), Calculus Lecture Notes
Jonathan Goodman (NYU), Stochastic Calculus
Jim Hefferon (St. Michael's College), Linear Algebra
Robert Kohn (NYU), Partial Differential Equations for Finance
Thomas Kurtz (Wisconsin), Lectures in Stochastic Analysis
Lee Lady (Hawaii), Topics in Calculus
Keith Matthews (Queensland), Elementary Linear Algebra
Kaare Petersen / Michael Petersen (Technical U Denmark), The Matrix Cookbook
Dinakar Ramakrishnan (Caltech), Calculus, Number Theory & Vector Calculus
Klaus Schmitt (Utah), Nonlinear Analysis and Differential Equations
Ruslan Shapirov (Bashkir State U, Russia), Course of Linear Algebra and Multidimensional Geometry
Dan Sloughter (Furman), Difference to Differential Equations
Dan Sloughter (Furman), The Calculus of Functions of Several Variables
Gerald Teschl (Vienna), Ordinary Differential Equations and Dynamical Systems
Sergei Treil (Brown), Linear Algebra Done Wrong
Analysis / measure theory / topology:
Robert Anderson (Berkeley), Measure Theory
Douglas Arnold (Penn State), Complex Analysis
Douglas Arnold (Penn State), Functional Analysis
George Cain (Georgia Tech), Complex Analysis
William Chen (Macquarie), Fundamentals of Analysis
William Chen (Macquarie), Introduction to Complex Analysis
William Chen (Macquarie), Introduction to Lebesgue Integration
William Chen (Macquarie), Linear Functional Analysis
William Chen (Macquarie), Multivariable and Vector Analysis
Paul Garrett (Minnesota), Functional Analysis
Lee Larson (Louisville), Real Analysis Lecture Notes
Vitali Liskevich (Bristol), Measure Theory and Functional Analysis
Aisling McCluskey (York, Ca.) / Brian McMaster (York, Ca.), Topology Course Notes
Sidney Morris (Ballarat), Topology without Tears
Sylvia Serfaty (NYU), Functional Analysis Notes
Bert Wachsmuth (Seton Hall), Interactive Real Analysis
Elias Zakon (Windsor), Mathematical Analysis I
Mathematical game theory and logic, other math:
Stefan Bilaniuk (Trent), A Problem Course in Mathematical Logic
William Chen (Macquarie), Discrete Mathematics
William Chen (Macquarie), Congruences, Polynomials, and Group Theory
George Collins, II (Case Western), Fundamental Numerical Methods and Data Analysis
Germund Dahlquist (prev. RIT Sweden) / Ake Bjork (Linkoping), Numerical Mathematics in Scientific Computation
Thomas Ferguson (UCLA), Game Theory
Steven Pav (UCSD), Numerical Methods Course Notes
Stephen Simpson (Penn State), Mathematical Logic
Steven Sugden (Bond U, Australia), Discrete Mathematics
Michal Walicki (Bergen), Introduction to Logic
Reference:
Alexandre Stevanov's Listing of Math Lecture Notes
Eric Weissenstein's Mathworld
Wikipedia
Macroeconomics
Various models:
Willem Buiter (Cambridge), Lectures on Really Useful Ad Hoc Macroeconomics
John Driscoll (Fed), Lecture Notes in Macroeconomics
Brian Krauth (Simon Fraser), Macroeconomic Theory
Roland Meeks (Oxford), Economic Growth
Gregor Smith (Queen's), Macroeconomics Lecture Notes
Paul Söderlind (St Gallen), Macro II
Stephen Williamson (WUSTL), Notes on Macroeconomic Theory
Recursive (dynamic programming) treatments and dynamic methods:
Chris Edmond (NYU), Advanced Macroeconomic Techniques
Jeremy Greenwood (Rochester), Lecture Notes on Dynamic Competitive Analysis
Nezih Guner (Penn State), Advanced Macroeconomic Theory
Lars-Peter Hansen (Chicago) / Thomas Sargent (NYU), Recursive Models of Dynamic Linear Economies
Lars-Peter Hansen (Chicago) / Thomas Sargent (NYU), Robustness
John Hassler (Stockholm U), Math II (Dynamic Systems)
Christopher House (Michigan), Macroeconomics II
David Kendrick (Texas), Stochastic Control for Economic Models
Miles Kimball (Michigan), Advanced Mathematical Methods for Macroeconomics .doc
Ian King (Auckland), A Simple Introduction to Dynamic Programming in Macroeconomic Models
Paul Klein (Western Ontario), Solving the Growth Model by Linearizing the Euler Equations
Dirk Krüger (Frankfurt), Macroeconomic Theory
Dirk Krüger (Frankfurt), Quantitative Macroeconomics: An Introduction
Per Krusell (Princeton), Lecture Notes for Macroeconomics I
Lars Ljungqvist (SSE) / Thomas Sargent (NYU), Recursive Macroeconomic Theory .ps
Rody Manuelli (Wisconsin), Notes on Discrete Time Economic Models: The Growth Model
Rody Manuelli (Wisconsin), Topics in Macroeconomics: An Introduction to Stochastic Calculus
Maurice Obstfeld (Berkeley), Dynamic Optimization in Continuous-Time Economic Models I & II
Nicola Pavoni (University College), Notes on Dynamic Methods in Macroeconomics
Shouyong Shi (Toronto), Macro Theory I
John Stachurski (Melbourne), Stochastic Economic Dynamics
Nancy Stokey (Chicago), Brownian Models in Economics
Stijn Van Nieuwenburg (NYU) / Pierre-Olivier Weill (NYU), Exercises in Recursive Macroeconomic Theory
Randall Wright (Penn), Macroeconomics
Asset pricing, financial economics and financial mathematics:
Christian Ewald (St Andrews), Discrete-Time Finance
Christian Ewald (St Andrews), Mathematical Finance: Introduction to Continuous-Time Financial Market Models
Robert Kohn (NYU), Continuous-Time Finance
Antonio Mele (LSE), Lecture Notes in Financial Economics
Steven Shreve (Carnegie Mellon), Stochastic Calculus and Finance
Tyler Shumway (Michigan), Introduction to Finance
Tyler Shumway (Michigan), Introduction to Continuous-Time Asset Pricing
Paul Söderlind (St. Gallen), Financial Theory I & II
A.W. van der Vaart (Vrije U), Financial Stochastics
A.W. van der Vaart (Vrije U), Martingales, Diffusions, and Financial Mathematics
Other macro and computational methods:
Miles Kimball (Michigan), Q-Theory and Real Business Cycle Analytics
Miles Kimball (Michigan), Real Business Cycle Theory: A Semiparametric Approach
Dirk Krüger (Frankfurt), Dynamic Fiscal Policy
Dirk Krüger (Frankfurt), Consumption and Saving: Theory and Evidence
Eric Leeper (Indiana), Bundesbank Mini-Course on Monetary Economics
Stephanie Schmitt-Grohe (Duke) / Martin Uribe (Duke), International Macroeconomics
Shouyong Shi (Toronto), Topics in Monetary Theory
Paul Söderlind (St Gallen), Macroeconomic and Financial Forecasting
Paul Söderlind (St Gallen), Empirical Macroeconomics
Paul Söderlind (St Gallen), Monetary Policy
Harald Uhlig (Humboldt U Berlin), A Toolkit for Analyzing Nonlinear Stochastic Models Easily
Martin Uribe (Duke), Lectures in Open Economy Macroeconomics
Econometrics
Probability and mathematical statistics:
Richard Bass (Connecticut), The Basics of Financial Mathematics
Graham Brightwell (LSE), Probability for Finance and Economics
Robert Gray (Stanford), Probability, Random Processes, and Ergodic Properties
Charles Grinstead (Swarthmore) / Laurie Snell (Dartmouth), Introduction to Probability
Rachel Fewster (Auckland), Statistical Theory
Arne Hallam (Iowa State), Econometrics I
Guido Imbens (UCLA), Probability and Statistics
Oliver Knill (Harvard), Probability
Daniel McFadden (Berkeley), Statistical Tools
D.S.G. Pollock (Queen Mary College), Lectures in Mathematical Statistics
S.R.S. Varadhan (NYU), Probability Theory
S.R.S. Varadhan (NYU), Stochastic Processes
Ivan Wilde (King's College London), Measure, Integration & Probability
Robert Wolpert (Duke), Probability and Measure Theory
Econometrics (general):
Herman Bierens (Penn State), Econometrics Lecture Notes
Erik Biorn (Oslo), Econometrics - Advanced
Michael Creel (Barcelona), Graduate Economics Lecture Notes
Bruce Hansen (Wisconsin), Econometrics
Daniel McFadden (Berkeley), Econometrics
Ariel Pakes (Harvard), Advanced Applied Econometrics
Ariel Pakes (Harvard) / Oliver Linton (LSE), Nonlinear Methods for Econometrics
D.S.G. Pollock (Queen Mary College), A Course of Econometrics
D.S.G. Pollock (Queen Mary College), Introductory Econometrics
D.S.G. Pollock (Queen Mary College), Topics in Econometric Theory
Paul Söderlind (St. Gallen), Lecture Notes for Econometrics
Macroeconometrics (time series) / financial econometrics:
John Cochrane (Chicago), Time Series for Macroeconomics and Finance
D.S.G. Pollock (Queen Mary College), The Methods of Time Series Analysis
Paul Söderlind (St. Gallen), Lecture Notes in Financial Econometrics
A.W. van der Vaart (Vrije U), Time Series
Microeconometrics and other econometrics:
Alan Duncan (Nottingham), Cross-Sectional and Panel Data Econometrics
Stepan Jurajda (Charles U), Econometrics of Panel Data and Limited Dependent Variable Models
James LeSage (Toledo), Spatial Econometrics
Charles Manski (Northwestern) / Daniel McFadden (Berkeley), Structural Analysis of Discrete Data and Econometric Applications
Kenneth Train (Berkeley), Discrete Choice Methods with Simulation
Melvyn Weeks (Cambridge), Advanced Econometrics: Microeconometrics
Softwares
Matlab:
Ian Cavers (UBC), An Introductory Guide to Matlab
Paul Fackler (North Carolina State), Matlab Primer
Edward Neuman (Southern Illinois University), Matlab Tutorials
Christian Roessler (Melbourne), Matlab Basics
Kermit Sigmon (Florida), Matlab Primer
Kermit Sigmon (Florida), Matlab Tutorial
Matlab Summary and Tutorial at Florida
Gauss:
Marc Nerlove (
Felix Ritchie (Trig Consulting), Guide to Programming in GAUSS
Mark Watson (
GAUSS 5.0 User Guide at Aptech
Stata:
Robert Yaffee (NYU), Getting Started with STATA for MS Windows: A Brief Introduction
STATA Tutorial at
Latex:
Peter Flynn (Silmaril Consultants), A Beginner's Introduction to Typesetting with LaTex