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Courses - Fall 2023
Economics Department Site
Computational Methods in Macroeconomics
Credits: 3
Grad Meth: Reg, Aud
Prerequisite: ECON602 and ECON601.
Restriction: Must be in one of the following programs (Economics (Master's); Economics (Doctoral)) ; or permission of BSOS-Economics department.
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.