Introduction to Quantitative Macroeconomics Using Julia

From Basic to State-of-the-Art Computational Techniques

Petre Caraiani

• Éditeur: Academic Press
• Année: 2018
• ISBN:
  9780128135129
• Sujet: Economía
• Sous-sujet: Macroeconomía

Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research.

• Combines an introduction to Julia, with the specific needs of macroeconomic students who are interested in DSGE models and PhD students and researchers interested in building DSGE models
• Teaches fundamental techniques in quantitative macroeconomics by introducing theoretical elements of key macroeconomic models and their potential algorithmic implementations
• Exposes researchers working in macroeconomics to state-of-the-art computational techniques for simulating and solving DSGE models