ECG790C - Computational Methods in Economics –Spring 2008
Withers 150 - MW
3:00 – 4:15
Prof. Paul L. Fackler
4344 Nelson, 515-4535
paul_fackler@ncsu.edu
Office Hours: Wed. 1:30-2:30 or by appointment

COURSE INFORMATION
Course Syllabus
MATLAB Primer (Download Primer M-files)
Textbook and Computer Code
Useful Internet Links

READINGS
Notes on Matrix Calculus

Sparse Matrices in MATLAB: Implementation and Design
Paper on problems arising from inaccurate Normal CDF
MATLAB’s RAND Function (see also this Technical Note)
MATLAB’s RANDN Function
Non-Uniform Random Variate Generation, Luc Devroye
Large Sample Properties of Weighted Monte Carlo Estimators,” Paul Glasserman and Bin Yu
Notes on PDEs (code for demo)

SOFTWARE
Global Optimization Software
Optimal Switching Model Solver
Documentation for Rational Expectations Solver

HOMEWORK (posted when assigned)
HW 1 Answers
HW 2 Answers
HW 3 Answers
HW 4 Answers
HW 5 Answers

QUIZZES
Quiz 1 Answers
Quiz 2  TreasuryData Answers
Quiz 3 Answers
Quiz 4 Answers
Quiz 5 Answers

Final Exam