Powered by Jupyter Book

Back to top

Intermediate Quantitative Economics with Python

Thomas J. Sargent and John Stachurski

Search

Ctrl+K

Creative Commons License – This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International.

Contents

Tools and Techniques

1. Modeling COVID 19
2. Linear Algebra
3. QR Decomposition
4. Circulant Matrices
5. Singular Value Decomposition (SVD)
6. VARs and DMDs
7. Using Newton’s Method to Solve Economic Models

Elementary Statistics

8. Elementary Probability with Matrices
9. Some Probability Distributions
10. LLN and CLT
11. Two Meanings of Probability
12. Multivariate Hypergeometric Distribution
13. Multivariate Normal Distribution
14. Fault Tree Uncertainties
15. Introduction to Artificial Neural Networks
16. Randomized Response Surveys
17. Expected Utilities of Random Responses

Bayes Law

18. Non-Conjugate Priors
19. Posterior Distributions for AR(1) Parameters
20. Forecasting an AR(1) Process

Statistics and Information

21. Likelihood Ratio Processes
22. Mean of a Likelihood Ratio Process
23. A Problem that Stumped Milton Friedman
24. A Bayesian Formulation of Friedman and Wald’s Problem
25. Exchangeability and Bayesian Updating
26. Likelihood Ratio Processes and Bayesian Learning
27. Incorrect Models
28. Bayesian versus Frequentist Decision Rules

Linear Programming

29. Optimal Transport
30. Von Neumann Growth Model (and a Generalization)

Introduction to Dynamics

31. Finite Markov Chains
32. Inventory Dynamics
33. Linear State Space Models
34. Samuelson Multiplier-Accelerator
35. Kesten Processes and Firm Dynamics
36. Wealth Distribution Dynamics
37. A First Look at the Kalman Filter
38. Another Look at the Kalman Filter

Search

39. Job Search I: The McCall Search Model
40. Job Search II: Search and Separation
41. Job Search III: Fitted Value Function Iteration
42. Job Search IV: Correlated Wage Offers
43. Job Search V: Modeling Career Choice
44. Job Search VI: On-the-Job Search
45. Job Search VII: A McCall Worker Q-Learns
46. Job Search VII: Search with Learning

Consumption, Savings and Capital

47. Cass-Koopmans Model
48. Cass-Koopmans Competitive Equilibrium
49. Cass-Koopmans Model with Distorting Taxes
50. Two-Country Model with Distorting Taxes
51. Transitions in an Overlapping Generations Model
52. Cake Eating I: Introduction to Optimal Saving
53. Cake Eating II: Numerical Methods
54. Optimal Growth I: The Stochastic Optimal Growth Model
55. Optimal Growth II: Accelerating the Code with Numba
56. Optimal Growth III: Time Iteration
57. Optimal Growth IV: The Endogenous Grid Method
58. The Income Fluctuation Problem I: Basic Model
59. The Income Fluctuation Problem II: Stochastic Returns on Assets

LQ Control

60. LQ Control: Foundations
61. Lagrangian for LQ Control
62. Eliminating Cross Products
63. The Permanent Income Model
64. Permanent Income II: LQ Techniques
65. Production Smoothing via Inventories

Multiple Agent Models

66. A Lake Model of Employment and Unemployment
67. Rational Expectations Equilibrium
68. Stability in Linear Rational Expectations Models
69. Markov Perfect Equilibrium
70. Uncertainty Traps
71. The Aiyagari Model

Asset Pricing and Finance

72. Asset Pricing: Finite State Models
73. Competitive Equilibria with Arrow Securities
74. Heterogeneous Beliefs and Bubbles

Data and Empirics

75. Pandas for Panel Data
76. Linear Regression in Python
77. Maximum Likelihood Estimation

Auctions

78. First-Price and Second-Price Auctions
79. Multiple Good Allocation Mechanisms

Other

80. Troubleshooting
81. References
82. Execution Statistics

QuantEcon

Lecture (PDF)
Book (PDF)

Notebook Launcher

Choose public or private cloud service for "Launch" button.

Select a server

Public
Private

Launch Notebook