This course covers basic building blocks of numerical analysis,
their use in solving modern macroeconomic models and an introduction into model estimation.
Students will use Matlab code to solve and analyse macroeconomic models.
Topics include:
- function approximation, numerical integration
- perturbation, projection methods
- Kalman filter, Bayesian estimation, MCMC methods
For more information, click here | |
This course teaches state-of-the-art methods for solving and analyzing advanced macro-economic models.
Participants will not only write their own code, but also learn how to resolve problems that researchers may run into
when using these advanced methods.
Topics include:
- models with heterogeneous agents
- continuous time models
- models with occassionally binding constraints
For more information, click here |