ECON630

Prerequisite: ECON602 and ECON601. Restriction: Must be in one of the following programs (Economics (Master's); Economics (Doctoral)) ; or permission of BSOS-Economics department. Essential computational methods used in macroeconomics. There will be particular focus on approximating the solution to dynamic stochastic general equilibrium models. Methods for representative-agent and heterogeneous-agent models will be extensively studied. Econometric methods such as Generalized Method of Moments, Maximum Likelihood, Vector Autoregressions wil also be covered.