Repository with the codes and problem sets of the graduate courses of Quantitative Methods in Macroeconomics and Computational Methods in Economics I and II, ministered at FGV-EESP by professors Tiago Cavalcanti and Lucas Finamor, respectively.
These codes cover numerical methods, such as interpolation, numeric integration, root finding and optimization. We also solve some classical macroeconomic models of heterogeneous agents, such as Huggett (1993), Aiyagari (1994), Hopenhayn (1992), and Hopenhayn and Rogerson (1993).
Furthermore, we solve the classical RBC model with and without uncertainty (see "Optimization") and the traditional Cake Eating dynamic model (in progress).
Codes are written in Python and current work is being done in Julia. Problem sets are intelectual property of Professors Tiago and Lucas; codes are my own.