Quantitative Economics with Python
Quantitative Economics with Python
Quantitative Economics with Python¶
This website presents a set of lectures on quantitative economic modeling, designed and written by Thomas J. Sargent and John Stachurski.
News
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For an overview of the series, see this page
Tools and Techniques
- 1. Geometric Series for Elementary Economics
- 2. Multivariate Hypergeometric Distribution
- 3. Modeling COVID 19
- 4. Linear Algebra
- 5. Complex Numbers and Trigonometry
- 6. LLN and CLT
- 7. Heavy-Tailed Distributions
- 8. Multivariate Normal Distribution
- 9. Univariate Time Series with Matrix Algebra
Introduction to Dynamics
- 10. Dynamics in One Dimension
- 11. AR1 Processes
- 12. Finite Markov Chains
- 13. Inventory Dynamics
- 14. Linear State Space Models
- 15. Application: The Samuelson Multiplier-Accelerator
- 16. Kesten Processes and Firm Dynamics
- 17. Wealth Distribution Dynamics
- 18. A First Look at the Kalman Filter
- 19. Shortest Paths
- 20. Cass-Koopmans Planning Problem
- 21. Cass-Koopmans Competitive Equilibrium
Search
- 22. Job Search I: The McCall Search Model
- 23. Job Search II: Search and Separation
- 24. Job Search III: Fitted Value Function Iteration
- 25. Job Search IV: Correlated Wage Offers
- 26. Job Search V: Modeling Career Choice
- 27. Job Search VI: On-the-Job Search
Consumption, Savings and Growth
- 28. Cake Eating I: Introduction to Optimal Saving
- 29. Cake Eating II: Numerical Methods
- 30. Optimal Growth I: The Stochastic Optimal Growth Model
- 31. Optimal Growth II: Accelerating the Code with Numba
- 32. Optimal Growth III: Time Iteration
- 33. Optimal Growth IV: The Endogenous Grid Method
- 34. The Income Fluctuation Problem I: Basic Model
- 35. The Income Fluctuation Problem II: Stochastic Returns on Assets
Information
- 36. Job Search VII: Search with Learning
- 37. Likelihood Ratio Processes
- 38. A Problem that Stumped Milton Friedman
- 39. Exchangeability and Bayesian Updating
- 40. Likelihood Ratio Processes and Bayesian Learning
- 41. Bayesian versus Frequentist Decision Rules
LQ Control
- 42. LQ Control: Foundations
- 43. The Permanent Income Model
- 44. Permanent Income II: LQ Techniques
- 45. Production Smoothing via Inventories
Multiple Agent Models
- 46. Schelling’s Segregation Model
- 47. A Lake Model of Employment and Unemployment
- 48. Rational Expectations Equilibrium
- 49. Stability in Linear Rational Expectations Models
- 50. Markov Perfect Equilibrium
- 51. Uncertainty Traps
- 52. The Aiyagari Model
Asset Pricing and Finance
- 53. Asset Pricing: Finite State Models
- 54. Competitive equilibria with Arrow securities
- 55. Heterogeneous Beliefs and Bubbles
Data and Empirics
Other
Previous website
While this new site will receive all future updates, you may still view the old site here for the next month.