Numerical Methods in Quantitative Macroeconomics

Instructor: 
Description: 

This course will cover a variety of numerical methods for solving dynamic stochastic general equilibrium models, including policy and value function iteration, log-linearization and Euler equation methods. In addition, students will learn how to choose parameters for models by calibration.

Credits: 
6.00
Affiliation: 
Humboldt-Universität zu Berlin