Advanced Macro: Numerical Methods
TODO
- prepare the exam
- on May 17th
- content: everything until Discrete Dynamic Programming
- work on the Coursework
- due for May 24th
Indicative Schedule
| Date | Title |
|---|---|
| Feb 15, 2024 | Introduction |
| Feb 29, 2024 | Convergence of Sequences |
| Mar 7, 2024 | Perturbation Analysis |
| Mar 21, 2024 | Optimization |
| Mar 28, 2024 | Discrete Dynamic Programming |
| Apr 11, 2024 | Discretization |
| Apr 11, 2024 | Interpolation |
| Apr 11, 2024 | Time Iteration |
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Communication
- Zulip (best)
- Email to
pwinant@escp.eustarting with[mie37] - Github issues (PR also welcome)
Assessments
- tutorials (optional) + projects (mandatory) (50%)
- final exam (50%)
Last Year’s Schedule
Indicative Schedule
| Date | Content | Homework |
|---|---|---|
| 02/02 | Intro, Julia Basics (1) | Epidemiology Tutorial |
| 09/02 | Convergence of Sequences, Julia Basics (2), Solow Tutorial | Finish Solow Tutorial |
| 16/02 | Perturbation (1) | Finish Neoclassical |
| 23/02 | Perturbation (2) | |
| 8/03 | Discrete Dynamic Programming, McCall Model | |
| 16/03 | Discrete Dynamic Programming, McCall Model | |
| 23/03 | McCall Model (2) | |
| 30/03 | Discretization | Coursework |
| 06/04 | Interpolation | |
| 13/04 | Approximate Dynamic Programming (VFI) |