KECD 2245 - COMPUTATIONAL ECONOMICS

This course is designed to provide economists with elements of modern scientific computing using the open-source Julia language. It covers several topics in numerical analysis and programming, and applies them to several economic modeling fields (dynamic programming, macro modeling, IO models). Special emphasis is given to performance and reproducibilty. Approximately half of the sessions will consist in hands-on tutorials.

The first half of each course is a lecture the second is work on tutorials.

Outline

• Convergence of Sequences
• Perturbation Theory (1/2)
• Perturbation Theory (2/2)
• Discrete Dynamic Programming (1/2)
• Discrete Dynamic Programming (2/2)
• Methods for Continuous Approximations (interpolation, optimization, )
• Value Function Iteration
• Time Iteration (1/2)
• Time Iteration (2/2)
• Recap

Ideally, any experience with programming.

Paper replication exercise.