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intro.ipynb
Intermediate Quantitative Economics with Python
Intermediate Quantitative Economics with Python
¶
This website presents a set of lectures on quantitative economic modeling.
Tools and Techniques
¶
Geometric Series for Elementary Economics
Modeling COVID 19
Linear Algebra
QR Decomposition
Complex Numbers and Trigonometry
Circulant Matrices
Singular Value Decomposition (SVD)
VARs and DMDs
Using Newton’s Method to Solve Economic Models
Elementary Statistics
¶
Elementary Probability with Matrices
LLN and CLT
Two Meanings of Probability
Multivariate Hypergeometric Distribution
Multivariate Normal Distribution
Heavy-Tailed Distributions
Fault Tree Uncertainties
Introduction to Artificial Neural Networks
Randomized Response Surveys
Expected Utilities of Random Responses
Linear Programming
¶
Linear Programming
Optimal Transport
Von Neumann Growth Model (and a Generalization)
Introduction to Dynamics
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Dynamics in One Dimension
Finite Markov Chains
Inventory Dynamics
Linear State Space Models
Samuelson Multiplier-Accelerator
Kesten Processes and Firm Dynamics
Wealth Distribution Dynamics
A First Look at the Kalman Filter
Another Look at the Kalman Filter
Shortest Paths
Search
¶
Job Search I: The McCall Search Model
Job Search II: Search and Separation
Job Search III: Fitted Value Function Iteration
Job Search IV: Correlated Wage Offers
Job Search V: Modeling Career Choice
Job Search VI: On-the-Job Search
Job Search VII: A McCall Worker Q-Learns
Consumption, Savings and Capital
¶
Cass-Koopmans Model
Cass-Koopmans Competitive Equilibrium
Cake Eating I: Introduction to Optimal Saving
Cake Eating II: Numerical Methods
Optimal Growth I: The Stochastic Optimal Growth Model
Optimal Growth II: Accelerating the Code with Numba
Optimal Growth III: Time Iteration
Optimal Growth IV: The Endogenous Grid Method
The Income Fluctuation Problem I: Basic Model
The Income Fluctuation Problem II: Stochastic Returns on Assets
Bayes Law
¶
Non-Conjugate Priors
Posterior Distributions for AR(1) Parameters
Forecasting an AR(1) Process
Information
¶
Job Search VII: Search with Learning
Likelihood Ratio Processes
Computing Mean of a Likelihood Ratio Process
A Problem that Stumped Milton Friedman
Exchangeability and Bayesian Updating
Likelihood Ratio Processes and Bayesian Learning
Incorrect Models
Bayesian versus Frequentist Decision Rules
LQ Control
¶
LQ Control: Foundations
Lagrangian for LQ Control
Eliminating Cross Products
The Permanent Income Model
Permanent Income II: LQ Techniques
Production Smoothing via Inventories
Multiple Agent Models
¶
Schelling’s Segregation Model
A Lake Model of Employment and Unemployment
Rational Expectations Equilibrium
Stability in Linear Rational Expectations Models
Markov Perfect Equilibrium
Uncertainty Traps
The Aiyagari Model
Asset Pricing and Finance
¶
Asset Pricing: Finite State Models
Competitive Equilibria with Arrow Securities
Heterogeneous Beliefs and Bubbles
Data and Empirics
¶
Pandas for Panel Data
Linear Regression in Python
Maximum Likelihood Estimation
Auctions
¶
First-Price and Second-Price Auctions
Multiple Good Allocation Mechanisms
Other
¶
Troubleshooting
References
Execution Statistics