Numerical Methods for Quantitative Macroeconomics

Instructor: 
Time I: 
Wednesday,
08:00am to 12:00pm
Venue I: 
1st part: SPA1, R025; 2nd part: SPA1, R21b
Description: 

Log-Lineraization, Policy Function Iteration, Value Function Iteration, Model Evaluation, 2nd Order Approximation

 

Literature:

Ljungqvist, L. and T. Sargent, Recursive Macroeconomic Theory, MIT Press.

Marimon, R. and A. Scott, editors, Computational Methods for the Study of Dynamic Economies, Oxford University Press 1999.

Credits: 
6.00
Semester: 
Fall 2011
Affiliation: 
Humboldt-Universität zu Berlin