CEF 2022

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Pre-Conference Workshop

 

Workshop fee is $25, offered as an add-on to conference registration -- not available for others not attending the full meeting.

 

 

An Introduction to Nonlinear Solution and Estimation Techniques

Thursday, June 16

9:30 a.m. to 2:30 p.m.

4 hours workshop; 1 hour lunch break

coffee included, lunch on own

 

Presented by

Alexander Richter, Federal Reserve Bank of Dallas

Nathaniel Throckmorton, College of William & Mary

 

Course abstract: This class will show how to solve dynamic stochastic general equilibrium models using policy function iteration techniques. The first part of the course will explain the basic algorithm and provide numerous examples of how to apply it. The second part of the course will discuss how to speed up the code using MEX functions, parallel processing, and supercomputers.  

 

 

 

 

 


2021-22 Society for Computational Economics & Simple Meetings

Last updated: June 10, 2022