Computational Tools for Macroeconomics (MATLAB) - AAF2585

MSc Economics — Sapienza University of Rome — Fall

Welcome to the Computational Tools for Macroeconomics (MATLAB) course! This site hosts weekly materials for the module: lecture plans, slides, code, and datasets.

The aim of this module is to equip students with the computational skills required for modern macroeconomic analysis. The course combines lectures and hands-on practice, with weekly coding challenges and assignments.

Classes will run every Monday 10-12 in DidaLab (1st Floor). Starting 22nd of September

If you can, bring your own laptop with Matlab installed following the instructions available here. Alternatively you can also access Matlab with your Sapienza account via MATLAB Online.

IMPORTANT: I have now removed the requirement to use institutional emails for the forum and the homework submission.

Program

Block A – Getting Started with MATLAB

Block B – Numerical Tools & Data Handling

Block C – Numerical Methods for Static Models

Block D – Deterministic Dynamics & Dynamic Programming

Week 7 – Deterministic Dynamics: The Neoclassical Growth Model
Week 8 – Dynamic Programming & Value Function Iteration

Block E – Numerical Approximations, Stochastic Dynamics, and Econometrics

Week 9 – Numerical Approximation & Simulation
Week 10 – Stochastic Dynamics: Business Cycle Models
Week 11 – Data Handling for Macroeconometrics
Week 12 - Recap & final project

About

Language: MATLAB (with transferable concepts to Python/Julia)
Format: 90’ lab-based sessions (theory + practice)
Assessment: Weekly assignments. It is important to show some little effort, no need to do things perfectly! And the use of AI for coding is strongly encouraged but I will challenge you to check if you understood what you get out of it. You can submit the assignments even if you cannot attend the class! But you need to submit them before the deadline.