Essential computational methods used in macroeconomics. There will be particular focus on approximating the solution to dynamic stochastic general equilibrium models. Methods for representative-agent and heterogeneous-agent models will be extensively studied. Econometric methods such as Generalized Method of Moments, Maximum Likelihood, Vector Autoregressions wil also be covered.
Beginning on Fri, October 23rd, students will need to attend an evening meeting from 5:30p-830p

Prerequisites/Rules:
Prerequisite: ECON602 and ECON601. Restriction: Must be in one of the following programs (Economics (Master's); Economics (Doctoral)) ; or permission of BSOS-Economics department.
Credits: 3
Grading Method: Regular, Audit

Course Offerings

    Fall 2024Instructor: Boragan Aruoba
    Fall 2023Instructor: Boragan Aruoba
    Fall 2022Instructor: Boragan AruobaView: Syllabus
    Fall 2021Instructor: Boragan Aruoba