6284 - 隨機動態總體經濟學

Stochastic Dynamics Macroeconomics

教育目標 Course Target

The course builds upon the macroeconomics courses in the undergraduate program. The course will consider both the theory of macroeconomic models along with the methodology for solving them. The course will focus on numerical methods for solving dynamic stochastic general equilibrium (DSGE) models. The numerical methods will focus on evaluating the steady state and the impulse response functions of these stochastic models. The software Matlab is ideally suited for this task and will be required to complete the problem sets in the course.
After taking this course, students are expected to write a research paper, make a presentation, attend classes, and participate in class discussions.

The course builds upon the macroeconomics courses in the undergraduate program. The course will consider both the theory of macroeconomic models along with the methodology for solving them. The course will focus on numerical methods for solving dynamic stochastic general equilibrium (DSGE) models. The numerical methods will focus on evaluating the steady state and the impulse response functions of these stochastic models. The software Matlab is Ideally suited for this task and will be required to complete the problem sets in the course.
After taking this course, students are expected to write a research paper, make a presentation, attend classes, and participate in class discussions.

課程概述 Course Description

The course will consider both the theory of macroeconomic models along with the methodology for solving them. The course will focus on numerical methods for solving general equilibrium dynamic models to stochastic environments (such as real business cycle models and New Keynesian models). The numerical methods will focus on evaluating the steady state and the impulse response functions of these stochastic models. The software Matlab is ideally suited for this task and will be required to complete the problem sets in the course.
After taking this course, students are expected to write a research paper, make a presentation, attend classes, and participate in class discussions.

The course will consider both the theory of macroeconomic models along with the methodology for solving them. The course will focus on numerical methods for solving general equilibrium dynamic models to stochastic environments (such as real business cycle models and New Keynesian models). The numerical methods will focus on evaluating the steady state and the impulse response functions of these stochastic models. The software Matlab is Ideally suited for this task and will be required to complete the problem sets in the course.
After taking this course, students are expected to write a research paper, make a presentation, attend classes, and participate in class discussions.

參考書目 Reference Books

The main teaching material is the lecture notes prepared by the instructor.

The main teaching material is the lesson notes prepared by the instructor.

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
課堂參與
Class Participation
20
作業
Action
40
期末口頭報告
Final oral report
20
期末書面報告
Final period written report
5

授課大綱 Course Plan

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相似課程 Related Courses

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 6284
  • 學分 Credit: 0-3
  • 上課時間 Course Time:
    Tuesday/2,3,4[SS422]
  • 授課教師 Teacher:
    林雪瑜
  • 修課班級 Class:
    經濟碩1,2
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 5 人

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