ECON 695F Computational Economics
Graduate course, Concordia University, Winter 2026
[syllabus] [Julia cheatsheet]

Lecture 1: An Intro to Dynamic Stochastic General Equilibrium Models
[slides] [notebook]

Lecture 2: Dynamic Programming I
[slides] [notebook]

Lecture 3: Dynamic Programming II
[slides] [notebook]

Lecture 4: Practical Dynamic Programming
[slides] [notebook 1] [notebook 2]

Lecture 5: Linearization
[slides] [notebook]

Midterm Exam
The exam will be held on March 10^th, 2:45pm–4pm, and will cover Lectures 1–5. It will include a take-home part due next Tuesday class.

Lecture 6: Aiyagari Model
[slides] [notebook]

Lecture 7: Krussel-Smith Model
[slides] [notebook]

Lecture 8: New Keynesian Model
[slides]

Lecture 9: HANK Model
[slides]

Supplementary: Sequence-Space Jacobian

Lecture 10: Estimation of DSGE Models
[slides]

Homework
Micro Jumps, Macro Humps, Auclert, Rognlie and Straub (2020)
[problem set]

Final Exam
The exam will be held on April 22^nd, 10am–1pm, and will cover all lectures.