These papers were given as examples of student interests.
- "A Macroeconomic Model with a Financial Sector" Brunnermeier, Markus Konrad and Sannikov, Yuliy
- continuous time model, equilibrium is characterized by system of 2nd order ODE.
- "Estimating HANK Models with Neural Networks" by Kase, Melosi, and Rottner (2022)
- uses neural networks both to approximate policy functions, and to approximate eq(parameters) over parameters, and likelihood integrated over unobserved states
- "Why Does Return Predictability Concentrate in Bad Times?" Cujean and Hasler
- continuous time model. seems like the paper derives a closed-form approximation to the model, and then simulates it. not sure though. paper doesn't say anything about computation
- "Using disaster-induced closures to evaluate discrete choice models of hospital demand" Raval, Rosenbaum, Wilson (2022)
- "Estimating Matching Games with Transfers" Fox (2018)
- "Trade Theory with Numbers" Costinot and Rodríguez-Clare
- CES preferences at various levels used to assess trade liberalization