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Topic:
Stochastic Economic Dynamics
Speaker:
Dr. John Stachurski (University
of Melbourne)
About the course
This mini-course provides core techniques necessary to
understand, develop and solve macroeconomic models typified by dynamic,
stochastic, general equilibrium environments. Mathematical and computational
solution methods will be developed side by side. The objective is to
introduce the technical material associated with modeling stochastic
economic dynamics from basic principles, using a mathematically rigorous way
of thinking. Also students will be introduced to basic computer programming
necessary to solve and simulate stochastic, dynamic, optimizing models. [
Download
outline ]
- Programming will be done using the open-source software, R, downloadable from http://www.r-project.org/
- Computer
lab sessions will be held in a dedicated lab. However, participants are
encouraged to install R on their own laptop computers and bring them to
this course.
About the speaker
John Stachurski is currently an Australian Research Council Postdoctoral
Fellow at the University of Melbourne. His research interests are in
stochastic dynamics (stability, estimation, optimization), economic
development and growth, and also statistical learning theory. He has
published in the Journal of Economic Theory,
Journal of Mathematical Economics, and Economic Theory. A list of his
works can be found here. He also collaborates with well-known
economists such as Kazuo Nishimura (Kyoto) and Costas Azariadis (UCLA).
Registration
Registration
is now closed.*
For registered non-academic
members, please ensure that you have paid up your registration fees
before January 9, 2005 to be entitled to participate in this course. [ Registration fee detail ]
Contact
Ms Nicole Mies (CAMA
Secretariat)
Tel: 02 6125 4442
Fax: 02 6125 3700
Email:
Nicole.Mies@anu.edu.au
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