Brief Course Description
1. Course Title:
Modeling, simulation and research topics in economics and public finance
2. Language of Instruction:
Tiếng Việt
3. Course Code:
PUF704004
4. Credits:
3
5. Course Objectives:
6. Brief Description of Course Content:
This module provides students with Bayesian numerical and econometric methods applied to economic and financial simulation. Students will work with two popular statistical programming languages, i.e. Matlab and Python/R, to solve and simulate economic shock impulses-responses of some basic DSGE (Dynamics stochastic general equiblirium) models. In addition, students are encouraged to discuss and develop advanced time series analysis such as coding up Bayesian time-varying econometric models used in the thesis.