Schedule 2026

Undergraduate Computational Macroeconomics

Author

Jesse Perla, UBC

Problem Sets and Exams

Clone the notebooks repository to get the Jupyter notebooks, and submit on Canvas.

  1. Due Midnight PST on January 13, 2026 - Problem Set 0 and ipynb
    • This is a pass/fail problem set (i.e., hand it in you pass!) just to ensure you have setup your computer properly
  2. Due Midnight PST on January 20, 2026 - Problem Set 1 and ipynb
  3. Due Midnight PST on February 1, 2026 - Problem Set 2 and ipynb
  4. Due Midnight PST on February 15, 2026 - Problem Set 3 and ipynb
  5. February 23, 2026 - Review of Practice Midterm Problems in class. NOT TO HAND IN
  6. February 25, 2026 - MIDTERM EXAM IN CLASS

Schedule

  1. January 5 - Course Overview and start Julia Crash Course
  2. January 7 - Finish Julia Crash Course and Geometric Series, Fixed Points, and Asset Pricing
  3. January 12 - Geometric Series, Fixed Points, and Asset Pricing and introduced Deterministic Dynamics and Introduction to Growth Models
  4. January 14 - Deterministic Dynamics and Introduction to Growth Models
  5. January 19 - Deterministic Dynamics and Introduction to Growth Models
  6. January 21 - Stochastic Dynamics, AR(1) Processes, and Ergodicity
  7. January 26 - Stochastic Dynamics, AR(1) Processes, and Ergodicity
  8. January 28 - Stochastic Dynamics, AR(1) Processes, and Ergodicity and started Wealth Distribution, Firm Dynamics, and Inequality
  9. February 2 - Problem Set Review
  10. February 4 - Wealth Distribution, Firm Dynamics, and Inequality
  11. February 9 - Finish Wealth Distribution, Firm Dynamics, and Inequality and start Linear State Space Models, Asset Pricing, and the Kalman Filter
  12. February 11 - Linear State Space Models, Asset Pricing, and the Kalman Filter
  13. February 16 - SPRING BREAK (NO CLASS)
  14. February 18 - SPRING BREAK (NO CLASS)
  15. February 23 - Finish Linear State Space Models, Asset Pricing, and the Kalman Filter
  16. February 25 - Problem Set + Midterm Review Questions + Practice Exam Logistics
  17. March 2 - Midterm Exam IN CLASS
  18. March 4 - Optimal Consumption, Savings, and the Permanent Income Model
  19. March 9 - Optimal Consumption, Savings, and the Permanent Income Model
  20. March 11 - Finish Optimal Consumption, Savings, and the Permanent Income Model and start Markov Chains with Applications to Unemployment and Asset Pricing
  21. March 16 - Markov Chains with Applications to Unemployment and Asset Pricing and Search and Dynamic Programming
  22. March 18 - Search and Dynamic Programming
  23. March 23 - Search and Dynamic Programming and Asset Pricing, Lucas Trees, and Option Pricing
  24. March 25 - Asset Pricing, Lucas Trees, and Option Pricing
  25. March 30 - Asset Pricing, Lucas Trees, and Option Pricing and Rational Expectations and Markov Perfect Equilibrium if time permits
  26. April 1 - Rational Expectations and Markov Perfect Equilibrium if time permits and answer any Practice Problems / Problem Set 6 review questions
  27. April 6 - STAT HOLIDAY (EASTER MONDAY, NO CLASS)
  28. April 8 - Problem Set 6 review questions

Problem Set Grading Scheme

Problem sets are graded using letter grades in Canvas. Their primary purpose is to give you feedback on your understanding of the material and to encourage studying for exams.

  • A+: All questions are correct, with clear understanding of the underlying ideas, intuition, and nuances.
  • A: Nearly everything is correct, with only minor errors or small gaps in interpretation.
  • A-: Solid work overall, though with several mistakes or incomplete understanding in places. Nothing to be alarmed about.
  • B+: A signal that you may be starting to fall behind and should put in additional effort to keep up with the material.
  • Below B+: Indicates more serious difficulties. You are strongly encouraged to attend TA or instructor office hours.

I reserve the right to map these letter grades to percentage scores based on the difficulty and structure of a particular problem set.

Solutions will not be distributed directly. This is intentional, to encourage future students to struggle through the problem sets themselves. You are welcome to take notes or photos of the whiteboard during solution discussions.