Videos from JuliaCon are now available online
2018
Previous editions: 2017 | 2016 | 2015 | 2014
Petre Caraiani

Institute for Economic Forecasting, Romanian Academy



Introduction to Quantitative Macroeconomics using Julia

The presentation is based on the results in my forthcoming book “Introduction to Quantitative Macroeconomics using Julia” forthcoming at Academic Press. The presentation will deal first with general numerical techniques, covering techniques related to linear algebra, root finding or optimization based on available packages in Julia. The presentation becomes more technical in the second part, where I cover specific techniques employed in macroeconomics, but that can be used in related disciplines like finance, operation research, statistics, optimization: dynamic programming, simulation techniques, solving and simulating systems of stochastic difference equations. The presentation will balance theory with applications in Julia and the code to accompany the book will be available online.

Speaker's bio

I am a Senior Researcher at the Institute for Economic Forecasting, Romanian Academy. I have a PhD in economics and I do research in quantitative modeling. I have published numerous papers in peer-reviewed journals.