EF5413 - Computational Economics | ||||||||
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| * The offering term is subject to change without prior notice | ||||||||
Course Aims | ||||||||
This course provides an introduction to the frontier of computational economics, particularly in the area of dynamic general equilibrium modelling. After an introduction to standard numerical methods, the course covers in detail numerical dynamic programming, linear quadratic and linear approximation methods, projection methods, computation of stationary distributions in heterogeneous agent models, and numerical solution of many periods overlapping generations models. | ||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||
Exam (one 3-hr examination): 60% Homework assignments, discussions: 40% | ||||||||
Examination Duration: 3 hours | ||||||||
Detailed Course Information | ||||||||
| EF5413.pdf | ||||||||
Useful Links | ||||||||
| Department of Economics and Finance | ||||||||
