数量经济学大纲（英文）
发布时间：2018-03-08浏览次数：105
Course Syllabus | |||||||||||
Course code | ECON130193.01 | Compiled date | 2017 | ||||||||
Course title (Chinese) | 数量经济学 | ||||||||||
Course title (English) | Quantitative Economics | ||||||||||
Credits | 3 | Total hours | 58 | ||||||||
Instructor | Xiaoyan Fan | Department | Department of Economics | ||||||||
Semester | Spring | Contact email | fanxy@fudan.edu.cn | ||||||||
Prerequisite courses | Calculus, Linear Algebra, Statistics, Microeconomics, Macroeconomics | ||||||||||
Comprehensive □ Fundamental□ CompulsoryElective Other □ | |||||||||||
This course will introduce fundamental mathematical concepts and methods used in economic analysis, including static optimization, dynamic programming, and basic quantitative methods. The goal is to help students understand and grasp these tools for further study and research. | |||||||||||
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NO. | Author | Title | Publisher | Year | |||||||
1． | A.K. 迪克西特 | 经济理论中的最优化方法（第二版） | 格致出版社 | 2006 | |||||||
2. | 蒋中一、凯尔文·温赖特 | 数理经济学的基本方法(第4版) | 北京大学出版社 | 2006 | |||||||
3． | Robert I. Kabacoff | R语言实战（第2版） | 人民邮电出版社 | 2016 | |||||||
4. | Mas-Colell, M.D. Whinston, and J.R. Green | Microeconomic Theory | Oxford University Press, Inc.,上海财经大学出版社 | 2005 | |||||||
5. | Ljungqvist, L. and T.J. Sargent | Recursive Macroeconomic Theory（3rd ed.） | MIT Press | 2012 | |||||||
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Chapter | Hour | Contents and key points | Text/ reference | Homework and questions | |||||||
１ | 3 | Introduction | |||||||||
2 | 6 | Mathematics for static analysis | HW 1 | ||||||||
3 | 6 | Static Optimization | |||||||||
4 | 3 | Exercise | HW2 | ||||||||
5 | 3 | Literature Discussion | |||||||||
6 | 3 | Mathematics for dynamic analysis | |||||||||
7 | 3 | Dynamic Optimization | |||||||||
8 | 3 | Lagrange Method | |||||||||
9 | 3 | Optimal Control | |||||||||
10 | 3 | Dynamic Programming | |||||||||
11 | 3 | Exercise | HW3 | ||||||||
12 | 9 | Literature Discussion | |||||||||
Check in and Homework 30% Group discussion 20% Final exam 50% Exam form Open-book Closed-book □Other □ | |||||||||||
(The website of network classroomand other websites related to the course are available for students, with auxiliary teaching material. The instructor who has set up the network classroom in the virtual campus, the modern technology education center or in the department's website should make the resources open to the students as more as possible.) Materials could be download from E-learning. | |||||||||||
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*If the course is provided by several instructors, please indicate the one responsible for the course.