Details

Professor Jesus Fernandez-Villaverde from the University of Pennsylvania will be teaching a hands-on course on “Computational Methods for DSGE Models: Basic Techniques and Recent Advances.” The course will be held at the Department of Economics and will take place from Monday 1 June to Wednesday 3 June 2020.

The course is open to students and practitioners in macroeconomics and it aims to introduce participants to computational methods for DSGE models. This is an intensive course, which comprises lectures and hands-on, practical sessions. No established knowledge in computing is required since the course will cover the basics and revision material will be offered in advance. However, familiarity with a scripting language such as Matlab, R, Stata, or Python would be an advantage. Participants are required to bring their own laptop equipped with Julia or MatLab.

Topics covered in the course are:
  • Perturbation and projection methods
  • Reinforcement learning
  • Machine learning
  • Tools of programming
Registration is now open. Deadline for applications is 1 May 2020.
 
**Please use FireFox or Google Chrome when applying using the application form via the 'Apply Now' link.**

Fees and Funding

Course fee - £750

NGOs and Charities - £675

Current University graduate students - £600

Included in the fees: course notes, coffee/tea breaks, lunches and course dinner

Additional cost: We are not able to provide accommodation as part of this course, however the University has a limited number of rooms for visitors. Click here to check availability.

Venue

Department of Economics

University of Oxford

Manor Road Building

Manor Road

Oxford, OX1 3UQ

 

MAP