ECON 21410

Computational Methods in Economics (Spring 2018)


Course Description

This course introduces the basic programming and computational techniques necessary for solving and estimating economic models. The course covers topics in numerical methods, such as optimization, function approximation, and Monte Carlo techniques, as well as topics in data exploration, visualization, and estimation. Emphasis will be placed on developing effective programming and research practices. The course is structured through a series of applications in such topics as macroeconomic growth, real business cycles, and asset pricing. The course will be taught primarily in Python. Though helpful, no previous experience with computer programming is necessary for this class.

Prerequisite(s): ECON 20100 and ECON 21020 or ECON 21030
Recommended: ECON 20200

Administrative Details

  • Class: Tuesdays and Thursdays, 3:30 - 4:50 PM in SHFE 103
  • TA Session: Mondays 7:30-8:30 PM in SHFE 103
  • Lecturer: Jeremy Bejarano j b e j a r a n o [\at] uchicago [\dot] edu
  • Office Hours: Time TBD, in the graduate commons (SHFE 201)
  • Teaching Assistant: TBD
  • TA Office Hours: TBD
  • Canvas will be used for grades. Homeworks and notes will be posted on the course GitHub repo: https://github.com/jmbejara/comp-econ-sp18

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