Mief Skills Workshop: Matlab
0.5
creditsAverage Course Rating
This set of hands-on tutorials will give you the basic tools needed to conduct economic and statistical analysis in MATLAB. We will begin by introducing the powerful matrix capabilities of MATLAB, as well as loops using the for command. We will discuss the fzero and fsolve commands for solving systems of equations. These are very important for solving the steady states of Dynamic Stochastic General Equilibrium (DSGE) macro models. Students will learn how to import data into MATLAB and how to fully utilize the graphing capabilities of the software. We will also study how to de-trend data using Band-Pass and HP filtering, and how to compute autocorrelations, cross-correlations and graph impulse responses in MATLAB, all key components of business cycle analysis. Time permitting, we will walk through the steps needed to solve a first-order approximation of a basic Real Business Cycle (RBC) model in MATLAB. These workshops are for MIEF students only.
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