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Numerical Derivatives and Root-Finding methods
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Two-Period consumption-savings using successive approximations and Brent's method.
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Infinite-horizon cake-eating problem and introduction to Bellman Equations.
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Neoclassical Growth model. Intro to Newton-Raphson.
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Simulating Neoclassical Growth model on a grid with shocks
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Interpolation and approximation of functions
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Into to Gauss-Hermite Quadrature and integrating over distributions to solve a simple consumption-savings problem
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Final Project
- Exploring optimal social distancing policy during a pandemic - implementing a continuous-time simulation of Forbodi et al (2020)