This Github repository provides sample codes for Princeton ECO529: Macro, Money and International Finance, taught by Markus K. Brunnermeier.
Online Lecture Notes available. (preliminary and evolving)
Lecture 3: Endogenous Risk Dynamics is the key technical part to solve the continuous-time macro-finance models. We provide a toolbox to solve such models. Please refer to ReadMe document for details.
If you find any question with the codes, please contact Ziang Li (ziang.li@princeton.edu), Sebastian Merkel (smerkel@princeton.edu) or Daojing Zhai (daojing.zhai@yale.edu).