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
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上課時間 Course Time:Tuesday/2,3,4[SS422]
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授課教師 Teacher:林雪瑜
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修課班級 Class:經濟碩1,2
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