Thesis
Essays in the application of machine learning methods to DSGE models
- Abstract:
-
This thesis comprises three stand-alone papers that relate to the application of machine-learning methods to macroeconomics.
Expand abstract
The first chapter, Non-Linear Approximations of DSGE Models with Neural-Networks and Hard Constraints, contributes to a growing literature surrounding the use of deep neural-networks to obtain a global and non-linear solution to DSGE models, particularly those featuring rich heterogeneity such as HANK models. This chapter identifies some drawbacks of th...
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- Files:
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(Preview, Dissemination version, pdf, 6.8MB, Terms of use)
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Authors
Contributors
+ McMahon, M
- Institution:
- University of Oxford
- Division:
- SSD
- Department:
- Economics
- Oxford college:
- St Hugh's College
- Role:
- Supervisor
- ORCID:
- 0000-0002-7220-4446
+ Large, J
- Institution:
- University of Oxford
- Division:
- SSD
- Department:
- Economics
- Oxford college:
- St Hugh's College
- Role:
- Supervisor
+ University of Oxford
More from this funder
- Funder identifier:
- https://ror.org/052gg0110
- Programme:
- Department of Economics Doctoral Scholarship
- DOI:
- Type of award:
- DPhil
- Level of award:
- Doctoral
- Awarding institution:
- University of Oxford
- Language:
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English
- Keywords:
- Subjects:
- Deposit date:
-
2026-03-28
- ARK identifier:
Terms of use
- Copyright holder:
- Emmet Hall-Hoffarth
- Copyright date:
- 2025
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