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Quantitative Economics with Julia

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  • Jesse Perla
  • Thomas J. Sargent
  • John Stachurski
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  • Dynamic Programming Squared

QuantEcon

Dynamic Programming Squared¶

Here we look at models in which a value function for one Bellman equation has as an argument the value function for another Bellman equation.

Lectures¶

  • Dynamic Stackelberg Problems
    • Duopoly
    • The Stackelberg Problem
    • Stackelberg Plan
    • Recursive Representation of Stackelberg Plan
    • Computing the Stackelberg Plan
    • Exhibiting Time Inconsistency of Stackelberg Plan
    • Recursive Formulation of the Follower’s Problem
    • Markov Perfect Equilibrium
    • MPE vs. Stackelberg
  • Optimal Taxation in an LQ Economy
    • Overview
    • The Ramsey Problem
    • Implementation
    • Examples
    • Exercises
    • Solutions
  • Optimal Taxation with State-Contingent Debt
    • Overview
    • A Competitive Equilibrium with Distorting Taxes
    • Recursive Formulation of the Ramsey problem
    • Examples
    • Further Comments
  • Optimal Taxation without State-Contingent Debt
    • Overview
    • Competitive Equilibrium with Distorting Taxes
    • Recursive Version of AMSS Model
    • Examples

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

© Copyright 2019, Jesse Perla, Thomas J. Sargent and John Stachurski. Created using Jupinx, hosted with AWS.

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