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.
For an overview of the series, see this page
Tools and Techniques
Elementary Statistics
- 7. LLN and CLT
- 8. Two Meanings of Probability
- 9. Multivariate Hypergeometric Distribution
- 10. Multivariate Normal Distribution
- 11. Heavy-Tailed Distributions
- 12. Fault Tree Uncertainties
- 13. Univariate Time Series with Matrix Algebra
- 14. Introduction to Artificial Neural Networks
- 15. Randomized Response Surveys
- 16. Expected Utilities of Random Responses
- 17. Singular Value Decomposition (SVD)
Linear Programming
Introduction to Dynamics
- 21. Dynamics in One Dimension
- 22. AR1 Processes
- 23. Finite Markov Chains
- 24. Inventory Dynamics
- 25. Linear State Space Models
- 26. Samuelson Multiplier-Accelerator
- 27. Kesten Processes and Firm Dynamics
- 28. Wealth Distribution Dynamics
- 29. A First Look at the Kalman Filter
- 30. Shortest Paths
- 31. Cass-Koopmans Planning Problem
- 32. Cass-Koopmans Competitive Equilibrium
Search
Consumption, Savings and Growth
- 39. Cake Eating I: Introduction to Optimal Saving
- 40. Cake Eating II: Numerical Methods
- 41. Optimal Growth I: The Stochastic Optimal Growth Model
- 42. Optimal Growth II: Accelerating the Code with Numba
- 43. Optimal Growth III: Time Iteration
- 44. Optimal Growth IV: The Endogenous Grid Method
- 45. The Income Fluctuation Problem I: Basic Model
- 46. The Income Fluctuation Problem II: Stochastic Returns on Assets
Information
- 47. Job Search VII: Search with Learning
- 48. Likelihood Ratio Processes
- 49. Computing Mean of a Likelihood Ratio Process
- 50. A Problem that Stumped Milton Friedman
- 51. Exchangeability and Bayesian Updating
- 52. Likelihood Ratio Processes and Bayesian Learning
- 53. Bayesian versus Frequentist Decision Rules
LQ Control
Multiple Agent Models
Asset Pricing and Finance
Data and Empirics
Previous website
While this new site will receive all future updates, you may still view the old site here for the next month.