Introduction to Quantitative Macroeconomics Using Julia

Introduction to Quantitative Macroeconomics Using Julia

From Basic to State-of-the-Art Computational Techniques

1st Edition - August 29, 2018

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  • Author: Petre Caraiani
  • Paperback ISBN: 9780128122198
  • eBook ISBN: 9780128135129

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Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research.

Key Features

  • Combines an introduction to Julia, with the specific needs of macroeconomic students who are interested in DSGE models and PhD students and researchers interested in building DSGE models
  • Teaches fundamental techniques in quantitative macroeconomics by introducing theoretical elements of key macroeconomic models and their potential algorithmic implementations
  • Exposes researchers working in macroeconomics to state-of-the-art computational techniques for simulating and solving DSGE models


Graduate students of macroeconomics and professionals working with quantitative macroeconomics

Table of Contents

  • 1. Introduction to Julia
    2. Basic Numerical Techniques
    3. Solving and Simulating DSGE Models
    4. Dynamic Programming
    5. Advanced Numerical Techniques
    6. Heterogeneous Agents Models

Product details

  • No. of pages: 238
  • Language: English
  • Copyright: © Academic Press 2018
  • Published: August 29, 2018
  • Imprint: Academic Press
  • Paperback ISBN: 9780128122198
  • eBook ISBN: 9780128135129

About the Author

Petre Caraiani

Petre Caraiani is a researcher at the Institute for Economic Forecasting at Romanian Academy. His principal research interests include DSGE modelling, business cycles, and forecasting. Petre has published numerous articles in major journals, including Journal of Macroeconomics, Economics Letters, Economic Modelling, Empirical Economics and International Review of Economics & Finance.

Affiliations and Expertise

Institute for Economic Forecasting, Romanian Academy, Bucharest, Romania

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  • fanxy Mon Jun 03 2019

    Excellent book!

    Hope to see the Chinese version.