This course teaches computational techniques in the new research frontier, called Distributional Macroeconomics. I will cover heterogeneous agents (HA) models in both discrete time and continuous time. HA modeling is now widely used in macroeconomics, labor, international trade, industrial organization, and finance. This type of models can generate endogenous distributions of income, wealth, or firm-size, and hence offers a framework to study inequality, intergeneration mobility, macro-prudential policy, firm size distributions, firm values, and policy issues in industry organization. This course will teach relevant numerical methods in this field. I hope this course can help more students conduct research in this area.