This course provides an introduction to modern computational economics using the Julia programming language. Students learn to model and simulate random variables, solve dynamic optimization problems via dynamic programming, construct structural economic models, and use data to calibrate model parameters.
Course Syllabus Getting Started Notebook Repository Turning In HomeworksLectures
| # | Topic | Slides |
|---|---|---|
| 0 | Course Introduction | Slides |
| 1 | Julia Basics | Slides |
| 2 | Linear Algebra | Slides |
| 3 | Markov Chains | Slides |
| 4 | McCall Search Model | Slides |
| 5 | Rust (1987) — Optimal Engine Replacement | Slides |
| 6 | Kydland & Prescott (1982) — Real Business Cycles | Slides |
| 7 | Sovereign Default — Eaton-Gersovitz / Arellano (2008) | Slides |