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Table of Contents
Table of Contents
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About these Lectures
Tools and Techniques
Orthogonal Projections and Their Applications
Continuous State Markov Chains
Reverse Engineering a la Muth
Discrete State Dynamic Programming
LQ Control
Information and Consumption Smoothing
Consumption Smoothing with Complete and Incomplete Markets
Tax Smoothing with Complete and Incomplete Markets
Robustness
Markov Jump Linear Quadratic Dynamic Programming
How to Pay for a War: Part 1
How to Pay for a War: Part 2
How to Pay for a War: Part 3
Optimal Taxation in an LQ Economy
Multiple Agent Models
Robust Markov Perfect Equilibrium
Default Risk and Income Fluctuations
Globalization and Cycles
Coase’s Theory of the Firm
Dynamic Linear Economies
Recursive Models of Dynamic Linear Economies
Growth in Dynamic Linear Economies
Lucas Asset Pricing Using DLE
IRFs in Hall Models
Permanent Income Model using the DLE Class
Rosen Schooling Model
Cattle Cycles
Shock Non Invertibility
Classic Linear Models
Von Neumann Growth Model (and a Generalization)
Time Series Models
Covariance Stationary Processes
Estimation of Spectra
Additive and Multiplicative Functionals
Classical Control with Linear Algebra
Classical Prediction and Filtering With Linear Algebra
Knowing the Forecasts of Others
Asset Pricing and Finance
Asset Pricing II: The Lucas Asset Pricing Model
Two Modifications of Mean-Variance Portfolio Theory
Irrelevance of Capital Structure with Complete Markets
Equilibrium Capital Structures with Incomplete Markets
Dynamic Programming Squared
Stackelberg Plans
Ramsey Plans, Time Inconsistency, Sustainable Plans
Optimal Taxation with State-Contingent Debt
Optimal Taxation without State-Contingent Debt
Fluctuating Interest Rates Deliver Fiscal Insurance
Fiscal Risk and Government Debt
Competitive Equilibria of a Model of Chang
Credible Government Policies in a Model of Chang
References