Mini-course on Computational Methods for DSGE models: basic techniques and recent advances
Professor Jesus Fernandez-Villaverde from the University of Pennsylvania will be teaching a mini-course on “Computational Methods for DSGE models: basic techniques and recent advances” at the Department of Economics at the University of Oxford. The course will take place from Monday June 1 to Wednesday June 3, 2020, in the Manor Road Building (computer lab) in the Department of Economics, Oxford.
The course is open to students/faculty outside the University of Oxford. No established knowledge in computing is required and revision material will be offered in advance. However, familiarity with a scripting language such as Matlab, R, Stata, or Python would be an advantage. Participants are required to bring their own laptop equipped with Julia or MatLab.
Topics covered in the course are:
- Perturbation and projection methods
- Reinforcement learning
- Machine learning
- Tools of programming
To apply to the course and find further details, see LINK.
Acceptances will be announced as applications are received and no later than May 1, 2020. If you have any general queries concerning the course, please email: francesco.zanetti@economics.ox.ac.uk