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Advanced Topics in Macroeconomics (ECON722)

Course description

Theory and applications of “dynamic programming squared’’, nonlinear filtering, robust control theory as a way of representing model uncertainty, additive and multiplicative stochastic processes and their applications to asset pricing and econometrics.  Parts of the class may involve implementing some of the models using modern programming languages such as Python and Julia.


Seminar Required

Graded, 0.5 Credit Units

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