2022/2023
Вычислительная экономика
Статус:
Дисциплина общефакультетского пула
Кто читает:
Департамент экономики
Когда читается:
1 модуль
Охват аудитории:
для своего кампуса
Преподаватели:
Скоробогатов Александр Сергеевич
Язык:
английский
Кредиты:
3
Контактные часы:
28
Course Syllabus
Abstract
This course teaches the basics of programming and computational skills for economic analysis. Significant part of the course is centered around
dynamic models from micro- and macroeconomics. Basic data manipulation methods are also covered, together with the data visualization techniques which are used extensively for visual analysis and presentation of numerical solutions.
Learning Objectives
- The course is taught in Python, and provides basic training in core language features and common scientific libraries.
Expected Learning Outcomes
- Ability to implement familiar mathematical methods and algorithms in computer code (in Python)
- Reinforcement of key ideas from a number of static and dynamic economic models, including their generalizations that do not admit analytic solutions
- Basic coding skills for scientific computations in economics
Course Contents
- Introduction to Computational Economics
- Analysis of dynamics: Finite Markov chains
- Multiple agent approach: Segregation Model
- Dynamic programming: optimal saving and growth model
- Credit Cycle model
- Forecasting methods: Structural vector-autoregressive model
- Theory-based analysis of empirical estimates: Spatial equilibrium model
Bibliography
Recommended Core Bibliography
- Barro, R. J., & Sala-i-Martin, X. (1999). Economic Growth (Vol. 1st MIT Press ed). Cambridge, Mass: The MIT Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=9258
- Verbeek, M. (2004). A Guide to Modern Econometrics (Vol. 2nd ed). Southern Gate, Chichester, West Sussex, England: John Wiley and Sons, Inc. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=108185
Recommended Additional Bibliography
- Cities, agglomeration and spatial equilibrium, Glaeser, E. L., 2008
- Individual strategy and social structure : an evolutionary theory of institutions, Young, H. P., 1998