DGPE PhD course: Computational Methods in Economics

19-21 August 2019. Lecturer: Gregory Veramendi

2019.06.18 | Susanne Christensen

Date Mon 19 Aug Wed 21 Aug
Time 09:00    15:30
Location Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2636, room U213 (moved from U212)


This course provides an introduction to computational or numerical methods for economic analysis. Topics include numerical optimization, approximation methods, numerical integration/differentiation, Monte Carlo methods, and Parallel Programming. The goal of the course is to give you the basic numerical tools to calculate numerical solutions to models and conduct structural estimation. 

The course is organized into six lecture and six practicum sessions. During the practicum, students will solve a programming assignment based on the previous lecture. Students are expected to be familiar with a programming language so that they can solve the programming assignments. Languages such as Matlab, Python, C++, Fortran can be used. 

The course is equivalent to 3 ECTS points. 

For PhD students at AU, the course has been pre-approved as an internal PhD course.

> schedule 


Assistant Professor Gregory Veramendi, Department of Economics, LMU Munich.


The course will take place from 9.00-15.30 each day.

Refreshments and lunches will be provided each day.

A course dinner will be held on Tuesday 20 August at 19.00 at Restaurant Pondus, Åboulevarden 51, 8000 Aarhus C.

Course fee

The course is free of charge for:

1. DGPE members from AU, KU, CBS and SDU.

2. PhD students from Economics Departments at Nordic universities outside Denmark.

The course fee is EUR150 for other participants.



Registration deadline: 12 August 2019.

Academic contact

Rune Majlund Vejlin, rvejlin@econ.au.dk

Administrative contact

Susanne Christensen, sch@econ.au.dk

DGPE Courses