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 ([email protected]), Sebastian Merkel ([email protected]) or Daojing Zhai ([email protected]).