SES # | TOPICS | KEY DATES |
---|---|---|
1 |
Intro; Choosing Projects, Modeling Process, Selecting Stock Variables |
|
2 | Model Analysis Process; Equilibrium | Homework 1 due |
3 | Model Replication and Analysis |
Group Presentations: Literature and data sources, qualitative model Homework 2 due Tutorial Topic Selection due |
4 | Formulations: Allocation, Coflows | Group Presentations: Literature and data sources, qualitative model |
5 | Useful functional forms, Subscripts, Data Connections | Group Presentations: Quantitative Model, First Version |
6 | Process Noise, Sensitivity and Monte Carlo Simulation | Group Presentations: Quantitative Model, First Version (cont.) |
Spring Break | Tutorial Submission due | |
7 | Optimization (deterministic and stochastic) | Group Presentations: Quantitative Model, Second Version |
8 | Calibration (Maximum Likelihood and simulated method of moments) |
Group Presentations: Quantitative Model, Second Version (cont.) Tutorial Evaluation due |
9 | Calibration (Kalman Filtering and confidence intervals) | Group Presentations: Model calibration and analysis |
10 | Dynamic Control and Games | Group Presentations: Model calibration and analysis (cont.) |
11 | Advanced Model Analysis Techniques | Group Presentations: Analysis and insights |
12 | Modeling that Matters; Final notes | Group Presentations: Analysis and insights (cont.) |
– | No class meeting | Final Project Report Submission due |
– | No class meeting (cont.) |
Final Project Evaluation due Team Member Evaluation due |
Calendar
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Spring
2014
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