|
Course Descriptions
Level: Intermediate
Length: Two Days
Subject Areas: Macroeconomics and Finance
Prerequisites: Bootcamp 1,2
|
Financial and Macroeconomic Simulation is an intermediate course. The objective of this course is to build dynamic (i.e. multi-period) simulation models using the EViews Model module. There will be illustrative applications in the areas of financial management and macroeconomics, with relative emphasis depending on participants’ interests. The emplasis is on modeling and simulation, not estimation (which is covered in other JTC course modules).
The topics covered in Financial and Macroeconomic Simulation Modeling include:
- Deterministic Simulation of Dynamic Models
- Stochastic Simulation of Dynamic Models
- Deterministic Simulation of Dynamic Models with Backward Solution
- Deterministic Simulation of Dynamic Models with Rational Expectations
|
|
