Computational Methods for Macroeconomics

Catalog description

Covers the tools required to solve state-of-the-art models in quantitative macroeconomics: dynamic programming, projection, perturbation, and deep learning algorithms. Special emphasis is given to learning contemporary programming techniques and modern software engineering workflows. Although most examples will come from macro, students in other fields (IO, international, etc.) can follow the material, and the main ideas also apply to their problems. Evaluations will be based on homework assignments, and a replication exercise.