Applied Computational Economics

Autumn 2009

A doctoral-level course devoted to stochastic dynamic systems in economics and finance, emphasizing practical application of computational methods to the analysis of nonlinear dynamic optimization, rational expectations, and arbitrage pricing models.

Dr. Mario J. Miranda, Instructor

General Information - Address, schedule, software, and coursework information.

Course Outline - Course of study for AED Econ 802.

Problem Sets - Assigned problem sets and due dates.

Matlab Files - Links for downloading Matlab documents and files.

Bibliography - List of reference books and journal articles.

Overheads - Overheads for short-courses.

Other Links - Other useful web links.

Last Updated September 24, 2009