Computational Economics @ Bundesbank

My email: pwinant@escp.eu

Website for this course: https://www.mosphere.fr/bbank_ce_2024

Tentative schedule

  • Introduction to computational economics
    • nov 6
      • python
    • nov 7
    • dec 5
      • numpy / matplotlib
      • methods: interpolation / quantization
      • algorithm: time-iteration
      • exercise: solving the neoclassical model
      • (introduction to dolo)
    • dec 6
      • introduction to JAX (vectorization/differentiation,…)
        • vectorize
        • draw random numbers
        • create a loop
      • neural networks and deeplearning
      • solving model with deeplearning
        • lifetime_reward: simple rule for consumption savings
        • solving euler equations: AiO operator
      • perturbation theory