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Advanced Macro: Numerical Methods

JupyterLab: Binder

Regular Notebooks: Binder

Link to the slides:

Communication

  • Zulip (best)
  • Email: pwinant@escp.eu
  • Github issues (PR also welcome)

Assessments

  • tutorials (optional) + projects (mandatory) (50%)
  • final exam (50%)

Schedule

Date Content Homework
04/03 Intro, Julia Basics Tutorial Epidemiology Tutorial (1)
11/03 Convergence of Sequences, Julia Basics Tutorial (2) Epidemiology Tutorial (2)
25/03 Perturbation (1)
01/04 Perturbation (2) Perturbation Tutorial
08/04 Stochastic Models, RBC Model, Dolo Primer (1) Coursework 1
15/04 Discrete Dynamic Programming, McCall Model
22/04 Interpolation, Optimization, Value Function Iteration
29/04 Time Iteration Methods
03/05 Exam

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