Advanced Computational Methods in Macroeconomics
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This Masterclass on 'Advanced Computational Methods in Macroeconomics' given by Professor Jesus-Fernandez Villaverde
Monday 27th May, 2-5pm
Tuesday 28th May, 2-5pm
Weds 29th May, 4-7pm
JI Visitor Link(s):
1 Master Class
This master class will introduce some of the essential tools to undertake research in machine learning and continuous-time methods in economics.
2 Course structure
The course will be organized around three sessions of three hours (with a 20-minute break each day).
- Introduction to Deep Learning in Macroeconomics
- Applications of Deep Learning in Macroeconomics
- Continuous-time Methods in Macroeconomics
Summing up all these sessions, you should expect around 480 minutes of lectures plus individual work and office hours.
3 Course material
All the material will be based on my lecture notes and slides. I will provide all the relevant material before the course starts.
Depending on time, we will also go over some Matlab and Python code.
4 Pre-requisites
I will assume students are familiar with first-year graduate school macroeconomics and have some basic experience coding.
Familiarity with basic continuous-time methods (e.g., Hamiltonians) would be useful, but it is not required.
Enquiries: Marion Reusch, ji@econ.cam.ac.uk