Quant macro with machine learning

The main goal and requirement of this class is that each student develops, and ultimately applies, the necessary computational and statistical tools to study the quantitative implications of a structural model of their choice. This is a commitment device for PhD students to make significant progress in the quantitative aspects of their dissertation.

This course should be of interest to those working in the areas of quantitative macroeconomic analysis, and also to those working in structural microeconomic models. The main program language will be python and pytorch.