Numerical Methods in Quantitative Macroeconomics

Instructor: 
Time I: 
Wednesday,
08:00am to 12:00pm
Venue I: 
HU Spandauer Str. 1, room 026 (PC pool)
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.

Exam: 3 take-home problem sets

Credits: 
6.00
Program: 
Semester: 
Fall 2012
Affiliation: 
Humboldt-Universität zu Berlin
End date of the whole course: 
Wednesday, February 13, 2013 - 12:00pm