Computational Tools for Macroeconomics (MATLAB)

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.

Program

Block A – Getting Started with MATLAB

• Week 1 — Introduction to MATLAB & Computational Thinking
• Week 2 — Programming Basics: Loops, Conditionals, Functions

Block B – Numerical Tools & Data Handling

• Week 3 – Data Input/Output & Plotting
• Week 4 – Matrix Algebra for Economics

Block C – Numerical Methods for Static Models

• Week 5 – Solving Nonlinear Equations in Economics
• Week 6 – Optimization & Calibration

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: project (details TBA)