BYU Macroeconomics and Computational Lab: Difference between revisions

Revision as of 21:44, 24 May 2014

Revision as of 21:46, 24 May 2014

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Students use [[Python_(programming_language)|Python]] as their primary programming language, but [[MATLAB]], Dynare <ref> [http://www.dynare.org/ Dynare website] </ref> and [[Mathematica]] are also used for some economic applications.

Mathematical topics covered include: [[inner product spaces | Inner product space]], spectral theory, convex analysis, constrained and unconstrained linear and nonlinear optimization and dynamic programming.

Economic topics include: overlapping generations modeling, dynamic stochastic general equilibrium ([[DSGE]]) modeling, DSGE numerical methods, curve and distribution fitting, time-series filtering, [[Vector_autoregression#Structural|structural VAR estimation]], and parallel programming techniques for DSGE models.