ECON 549

Computational Methods in Economics and Econometrics

The course will be offered in the 2023/24 academic year.


- The lectures will be in-person. The syllabus, slides and Python codes will be posted on Brightspace.

Announcements (See Brightspace)

- To install Python and Jupyter on your computer please use the following distribution: Anaconda

- To use Jupyter on an alternative server go to https://cybera.syzygy.ca/ and use your Google id to log in.

- To use the online version of Jupyter go to https://jupyter.org/try 

- ECON 549 - Syllabus  (See Brightspace).

Slides and Materials used in class  (See Brightspace)

- INTRODUCTION

- ISSUES IN COMPUTATIONAL ECONOMICS

- PROGRAMMING TOOLS

- COMPUTER ARITHMETIC

- LINEAR EQUATIONS

- SYSTEMS OF LINEAR EQUATIONS

- THE IS-LM CLOSED ECONOMY MODEL

- ISSUES WITH SYSTEMS OF LINEAR EQUATIONS

- THE IS-LM OPEN ECONOMY MODEL

- ITERATIVE METHODS FOR LINEAR EQUATIONS

- THE IS-LM SMALL OPEN ECONOMY MODEL

- NON-LINEAR EQUATIONS

- THE AD-AS CLOSED ECONOMY MODEL

- NON-LINEAR EQUATIONS - NEWTON BASED METHODS

- A COURNOT MODEL

- OPTIMIZATION

- OPTIMAL PORTFOLIO THEORY

- OPTIMIZATION - NEWTON BASED METHODS

- SIMULATION METHODS

- INTEGRATION

- NUMERICAL INTEGRATION AND QUADRATURE

- DIFFERENTIATION

- A COBWEB MODEL

- A DYNAMIC COURNOT MODEL

- FUNCTION APPROXIMATION

Labs and additional materials (See Brightspace)

- LAB 0

- LAB 1

- LAB 2

- LAB 3

- LAB 4

- LAB 5

- LAB 6

- LAB 7

- LAB 8

- LAB 9

- LAB 10

Assignments (See Brightspace)

- ASSIGNMENT COVER PAGE

- PROBLEM SET 1  (See Brightspace)

- PROBLEM SET 2 (See Brightspace)

- PROBLEM SET 3 (See Brightspace)