Call for Papers
We invite submissions to the first instance of Computational Methods for Economic Dynamics, hosted at EC 2024.
Economic dynamics are studied by multiple communities—including macroeconomists, financial economists, and computer scientists—who analyze these models using myriad techniques, including dynamic programming, convex optimization, multiagent reinforcement learning, and, more recently, deep learning. Most research on the computational aspects of these models are based on empirical and/or simulation-based analyses; as such, there exists a wide range of open (theoretical and other) research questions at the intersection of economics, computer science, and machine learning. The goal of this workshop is to facilitate interdisciplinary collaboration among researchers in algorithmic game theory, multiagent reinforcement learning, deep learning, microeconomics, and macroeconomics with overlapping interests in this area.
Topics of interest include but are not limited to:
Solution methods for incomplete markets
Solution methods for dynamic stochastic general equilibrium (DSGE) models
Solution methods for heterogeneous agent general equilibrium models (e.g., HANK models)
Solution methods for economic applications of dynamic games (e.g., Markov games)
Solution methods for dynamic discrete choice models
Estimation methods for dynamic economic models
Learning in markets (e.g., stability of competitive equilibrium)
Paper Submission
The review process will be light as the main goal of this workshop is to to facilitate interdisciplinary collaboration.
While we do not have a page limit or formatting instruction, authors can use the EC’24 LaTex style files, and reviewers are not required to read beyond the first 10 pages of the paper.
Submission are non-archival (i.e., dual submission to other venues is allowed)
Important Dates
Submissions Open: May 1, 2024 (11:59 pm AoE)
Submission Deadline: May 20, 2024 (11:59 pm AoE)
Decision Notification Deadline: May 30, 2024 (11:59 pm AoE)
Workshop: July 8, 2024