Advanced Macro: Numerical Methods

JupyterLab:

Regular Notebooks:

Link to the slides:

• introduction
• convergence of series
• perturbation
• rbc
• discrete dynamic programming
• Tools for nonlinear models:
  • optimization
  • interpolation
  • discretization
• Nonlinear continous algorithms:
  • value iteration
  • time iteration

Communication

• Zulip (best)
• Email to pwinant@escp.eu starting with [mie37]
• Github issues (PR also welcome)

Assessments

• tutorials (optional) + projects (mandatory) (50%)
• final exam (50%)

Schedule

Date	Content	Homework
03/02	Intro, Julia Basics Tutorial	Epidemiology Tutorial
10/02	Convergence of Sequences, Julia Basics Tutorial (2)
17/02	Perturbation (1)
03/03	Perturbation (2)	Neoclasssical Tutorial
10/03	Stochastic Models, RBC Model, Dolo Primer	Homework 1
17/03	Discrete Dynamic Programming, McCall Model	Coursework (1)
24/03	McCall Model (2)
31/03	Interpolation, Optimization
07/04	Discretization, Time Iteration	Coursework (2)