Colleagues at the Bundesbank:
Useful links for quantitative macro:
  • Makato has excellent lecture notes
  • Wouter is one of the fathers of heterogenous agent models: lecture notes, data and codes
  • Fabrice has wonderful lecture notes and matlab codes, perfect complement to Ken Judd's book
Useful books for quantitative macro:
  • The Bible (quite advanced but absolute must for serious research)
  • Heer and Maussner is a wonderful book for students, in particular for heterogenous agent models
  • Adda and Cooper develop the models and then discuss computational issues, includes some econometrics
  • Miranda and Fackler also for students with a matlab toolbox
Office: 06-11 // +49 (0)69 9566-6992
Postal Address: Deutsche Bundesbank // Wilhelm-Epstein-Str. 14 // 60431 Frankfurt // Germany