Resources

macroeconomics

textbooks

  1. phdmacrobook
  2. acemoglu, introduction to modern economic growth
  3. stokey & lucas, recursive methods in economic dynamics
  4. ljungqvist & sargent, recursive macroeconomic theory

new keynesian

  1. galí, monetary policy, inflation, and the business cycle
  2. woodford, interest and prices

lecture notes

  1. chris carroll’s notes
  2. vv chari’s notes
  3. jesús fernández-villaverde’s lecture slides

articles

  1. what do we know about macroeconomics that fisher and wicksell did not?, blanchard (2000)
  2. the macroeconomist as scientist and engineer, mankiw (2006)
  3. revolution and evolution in twentieth-century macroeconomics, woodford (1999)
  4. macroeconomics is still in its infancy, noah smith
  5. what i learned in econ grad school, noah smith — pt. 1, pt. 2
  6. bob lucas and his papers, john cochrane
  7. macroeconomics: a reading list
  8. macroeconomics after lucas, sargent (2024)

mathematics & probability

measure theory

  1. measure, integration & real analysis by axler
  2. measure theory and probability theory by krishna athreya and soumendra lahiri
  3. krishna jagannathan’s probability foundations for electrical engineers
  4. terry tao’s notes

functional analysis

  1. notes on functional analysis by rajendra bhatia
  2. measure, integration & real analysis by axler
  3. functional analysis for probability and stochastic processes by adam bobrowski

measure-theoretic probability & stochastic processes

  1. probability and stochastics by erhan cinlar
  2. measure, probability, and functional analysis by hannah geiss & stefan geiss
  3. probability with martingales by david williams
  4. measure theory, probability, and stochastic processes by jean-françois le gall

stochastic calculus

  1. stochastic integration and differential equations by philip protter
  2. brownian motion and stochastic calculus by karatzas & shreve
  3. lévy processes and stochastic calculus by david applebaum
  4. stochastic calculus and financial applications by michael steele

differential equations

  1. mit opencourseware differential equations
  2. steve brunton’s youtube course
  3. nonlinear dynamics and chaos by steven strogatz
  4. differential equations with applications and historical notes by george simmons

youtube

math lectures

  1. Math with Ming
  2. steve brunton
  3. jason bramburger
  4. the bright side of mathematics