Winter Term 2022/2023

Mathematik für Volkswirtschaftslehre I (Link STiNE)

In dieser Vorlesung erlernen Studierende der Volkswirtschaftslehre das mathematische Hintergrundwissen, welches zum Verständnis grundlegender ökonomischer Zusammenhänge für den weiteren Fortgang des Studiums benötigt wird. Die Bedeutung und Anwendbarkeit dieser Werkzeuge im weiteren Studienverlauf wird durch anwendungsbezogene Beispiele illustriert.

Computational Economics (Link STiNE)

Many interesting economic models cannot be solved analytically. This course introduces computational methods in order to solve dynamic stochastic nonlinear economic models. It illustrates that most numerical methods exploit the recursive structure of dynamic economic models. This course does not make any attempt to cover the numerous numerical techniques or potential economic applications. It instead chooses to develop only a relatively small number of techniques that can be applied easily to a wide variety of economic problems. It also demonstrates how to use some of the available toolkits.

Stochastic Dynamic Programming (Link Geventis)

This course provides a toolbox for solving dynamic optimization problems in stochastic macroeconomic models. In particular, we briefly review optimal control theory and dynamic programming. We then thoroughly study models in discrete time and continuous time under uncertainty. The optimization problems are illustrated by various examples of dynamic stochastic general equilibrium (DSGE) models.

Research Seminar "Quantitative Economics" (Link)

The research seminar "Quantitative Wirtschaftsforschung" takes place every semester. During the lecture period from the second Tuesday onwards until the second to last Tuesday international scientists present current topics in quantitative economic research. As it is a research seminar and not a course it is not possible to earn any credit points. The language of the lecture is English.

Location/ Time: Von-Melle-Park 9, Room A215/ 12:15 p.m to 1:45 p.m.