In this topic I give an introduction to the theory of labour market search, and its links to old Keynesian ideas. I also briefly discuss new monetarist models.
In this topic I give an introduction to the theory of endogenous growth, looking at scale effects, and the main classes of endogenous growth models (quality ladders, variety expansion, etc.).
In this topic I give an introduction to continuous time optimal control, and apply it to a few standard examples.
In this topic we look at non-linear filters and numerical integration.
In this topic we look at the Kalman filter, and a few related techniques for non-linear estimation.
In this topic we look at calibration, the wedge accounting approach, and GMM/SMM estimation.
In this topic we go over SVARs and identification, and introduce continuous time stochastic processes and the frequency domain.
In this topic we refresh your memory of the basics of time series econometrics and VARs.
Below are the videos for the PhD Real Analysis for Economists course that I ran in January 2015.
The textbook is Mathematical Analysis: A Straightforward Approach.
Once you finish this textbook, I also recommend you read Introduction to Metric and Topological Spaces (Oxford Mathematics).