Computational Macroeconomics

This course aims put all the macroeconomic theory to work and build a bridge between economic theory and real world data. This is an introductory course to the modern methods of quantitative macroeconomics that every economist uses in their daily life whether in academia or institutions such as the IMF, the ECB, or the world bank. In specific, students will start by getting familiar with macroeconomic datasets and national accounting. Second, students will learn how to work, solve and parameterize RBC and DSGE models. These are the workhorses that any professional Macroeconomist uses in their daily life. Third, students will attain proficiency in the Dynare software, the most widely used software for policy analysis.

Course leader

Diogo Sampaio Lima

Target group

Introduction and intermediate macroeconomics. Quantitative methods.

Course aim

• Perform data manipulations necessary to compare data and models
• Solve and parameterize DSGE models
• Equip students with tools frequently used in research (to write a thesis), central banks, and the private sector
• Acquire proficiency in Dynare

Credits info

2 EC
No scholarships are available for this course.

Fee info

EUR 1099: Tuition fee.