Economics 613/614 -- Advanced Macroeconomics I & II
Computational Methods for Macroeconomics and Applications
Fall 2007
University of Western Ontario
Course Outline
Notes
Learning MATLAB using OLS
MATLAB Cheat Sheet
Examples of Simple Fortran Programs
General Programming Tips
Notes on Computing Basics
Notes on Numerical Optimization
Notes on Polynomial Interpolation
Notes on Finite Element Methods
Notes on Multidimensional Interpolation
Notes on Numerical Differentiation
Notes on Root-finding
Notes on Stationary Measures
Notes on Complementarity Methods
Notes on Value Function Iteration
Notes on Numerical Integration
Notes on Discretizing AR(1)'s
Notes on Computing Invariant Distributions of Heterogeneous Agent Models
Notes on Measure Theory
Notes on Erodic Properties of Markov Processes
Notes on Markov Chains
Assignments
Assignment 1
Assignment 2
Assignment 3
Assignment 4
Assignment 5
Assignment 6
Fortran codes
Looping Etc.
Basic File I/O
Find OLS estimators: 4 methods in Fortran
Matlab codes
Finding OLS estimators: 4 methods
Some Useful Links
MATLAB
Online Help
Numerical Recipes' Homepage
Makoto Nakajima's Spring 2006 Computational Macro Course
Makoto Nakajima's Fall 2007 Computational Methods Course
Heer and Maussner's Textbook Page
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