Computational Economics

Peking University · School of Economics · Spring 2026

Answering macroeconomic questions with quantitative methods.

Lecturer Bo Li · libo.econ@pku.edu.cn · School of Economics, Room 608
TA Chen Gao · chengao0716@gmail.com
Time & place Tuesdays 13:00–14:50 · Teaching Building 1, Room 309
Homework Problem sets are hosted on this site · submission, deadlines & announcements on the Notion page

This site collects the full set of lecture materials for the semester. Each lecture provides slides (HTML for in-browser viewing, PDF for download), runnable Jupyter notebooks, and supplementary notes. Languages and tools: Python, JAX, Git, Quarto. See Setup & how to run to install the environment and run the notebooks.

Schedule

Date Topic Lecture
03-03 Course introduction Course Outline
03-03 Introduction to Python 01 Introduction to Python
03-10 / 03-17 Brock–Mirman growth model 02 Brock–Mirman Growth Model
03-24 / 03-31 RBC model and JAX 03 RBC and JAX
04-07 Aiyagari model 04 The Aiyagari Model
04-14 Krusell–Smith method 05 The Krusell–Smith Method
04-21 Macro public finance 06 Macro Public Finance
04-28 Structural estimation 07 Structural Estimation
05-05 (University anniversary holiday)
05-12 Continuous-time heterogeneous-agent models 08 Continuous-Time Heterogeneous Agent Models
05-19 Sequence-space Jacobian and the IKC 09 Sequence-Space Jacobian – IKC
05-26 / 06-02 AI solution methods 10 Deep Learning Methods
06-09 EconGym Materials TBA

Two additional prep lectures are not in the schedule above — see “Supplementary topics” in the sidebar: HANK and High Performance Computing.