Introduction to Quantitative Macroeconomics Using Julia

  • ID: 4398575
  • Book
  • 200 Pages
  • Elsevier Science and Technology
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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
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1. Introduction to Julia 2. Basic Numerical Techniques 3. Solving and Simulating DSGE Models 4. Dynamic Programming 5. Advanced Numerical Techniques 6. Heterogeneous Agents Models

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Caraiani, Petre
Petre Caraiani is a researcher at the Institute for Economic Forecasting at Romanian Academy. His principal research interests include DSGE modelling, business cycles, and forecasting. Petre has published numerous articles in major journals, including Journal of Macroeconomics, Economics Letters, Economic Modelling, Empirical Economics and International Review of Economics & Finance.
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