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I would like to deep dive into new Keynesian models and DSGE models. Do you know comprehensive resources that cover both the mathematical and economic requirements?

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Wickens Macroeconomic Theory: A Dynamic General Equilibrium Approach, is good resource that has what you are looking for.

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  • $\begingroup$ Thank you very much for your suggestion $\endgroup$ Feb 5 at 8:40
  • $\begingroup$ I don't agree. That textbook is infamous for its many typos. $\endgroup$
    – jpfeifer
    Feb 7 at 11:52
  • $\begingroup$ @jpfeifer there were few typos in the first printing but it’s still considered one of the best introductions to subject matter, also I don’t have new edition but I would be surprised if they wouldn’t be corrected $\endgroup$
    – 1muflon1
    Feb 7 at 12:25
  • $\begingroup$ @1muflon1 At least for the first edition, a completely wrong chapter had monetary non-neutrality in a flex price model due to wrong algebra. Official and unofficial errata (blogs.uni-mainz.de/fb03-economics-macro/files/2018/11/…) was more than 20 pages. For the second edition, I had 1.5 pages of mistakes after reading the first 50 pages of the book and then gave up. For that edition, there is no errata list online. $\endgroup$
    – jpfeifer
    Feb 7 at 14:40
  • $\begingroup$ @Maurizio Marinaro : sometimes going to the website of a faculty member and going through his-her course notes can be better than any book. I don't know if this is true in this case but here's a link that looks pretty useful at a glance. sites.google.com/site/pfeiferecon/teaching $\endgroup$
    – mark leeds
    Feb 11 at 2:01

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