Welcome to the 2008 site of the Computation Course. Our course materials will be posted here.

Syllabus and Reading List

• The syllabus is here.
• The course reference list is here.

Lecture Slides

• Lecture 1. The Computational Experiment
• Lecture 2. Dynamic Programming
• Lecture 3. Function Approximation Methods
• Lecture 4. Function Approximation Algorithms
• Lecture 5. Numerical Optimization
• Lecture 6. Will's Lecture on MEX and UCSD Computing Resources
• Lecture 7. Value Function Computational Methods
• Lecture 8. Numerical Root Finding
• Lecture 9. Numerical Differentiation and Integration
• Lecture 10. Euler Equation Methods - Linearization
• Lecture 11. Euler Equation Methods - Perturbation
• Lecture 12. Euler Equation Global Methods: PFA and PEA
• Lecture 13. A Non-Optimal Economy
• Lecture 14. Basic Model with Exogenously Incomplete Markets
• Lecture 15. Exogenously Incomplete Markets: Some Extensions
• Lecture 16. Exogenously Incomplete Markets: Dynamics
• Lecture 17. Computing an OLG Economy
• Lecture 18. Zen and the Art of Calibration

Homeworks

• Homework 1 (Computing NGM with Value Function Methods)
• Homework 2 (Computing a Nonoptimal Model with PEA)
• Homework 3 (Computing an Incomplete-Market Economy)
• Final Project Guidelines

Useful Links

• Makoto Nakajima's Computation Webpage
• Numerical Recipes for Fortran 90
• Fortran Tools, Libraries, and Applications Software
• Software from Alan J. Miller
• Harald Uhlig's Toolkit Page (Linearization of Euler Equations)