Index

A

A Problem that Stumped Milton Friedman, [1] An Introduction to Job Search AR

AR1 Processes, [1] ARMA, [1] ARMA Processes Asset Pricing I: Finite State Models, [1]

B

Bellman Equation

C

Central Limit Theorem, [1] Intuition Multivariate Case CLT, [1] Complex Numbers Consumption Tax

Continuous State Markov Chains, [1] Covariance Stationary Covariance Stationary Processes, [1] AR MA

D

Discrete State Dynamic Programming, [1] Dynamic Programming Computation Shortest Paths Theory Unbounded Utility Value Function Iteration

Dynamics in One Dimension, [1]

E

Eigenvalues, [1]

Eigenvectors, [1] Ergodicity, [1]

F

Finite Markov Asset Pricing Lucas Tree

Finite Markov Chains, [1], [2] Stochastic Matrices Fixed Point Theory

G

General Linear Processes

Geometric Series for Elementary Economics, [1]

I

Irreducibility and Aperiodicity, [1]

J

Job Search V: On-the-Job Search, [1]

K

Kalman Filter Programming Implementation Recursive Procedure

L

Lake Model Law of Large Numbers, [1] Illustration Multivariate Case Proof Linear Algebra Differentiating Linear and Quadratic Forms Eigenvalues Eigenvectors Matrices Matrix Norms Neumann's Theorem Positive Definite Matrices Series Expansions Spectral Radius Vectors Linear Markov Perfect Equilibria Linear State Space Models Distributions, [1] Ergodicity Martingale Difference Shocks Moments Moving Average Representations Prediction Seasonals Stationarity Time Trends Univariate Autoregressive Processes Vector Autoregressions

LLN, [1] LQ Control Infinite Horizon Optimality (Finite Horizon) Lucas Model Assets Computation Consumers Dynamic Program Equilibrium Constraints Equilibrium Price Function Pricing Solving

M

MA Marginal Distributions, [1] Markov Asset Pricing Overview Markov Chains Calculating Stationary Distributions Continuous State Convergence to Stationarity Cross-Sectional Distributions Ergodicity Forecasting Future Values Future Probabilities Irreducibility, Aperiodicity Marginal Distributions Simulation Stationary Distributions Markov Perfect Equilibrium Applications Background Overview Matrix Determinants Inverse Maps Operations Solving Systems of Equations

McCall Model Modeling Career Choice Modeling COVID 19 with Differential Equations, [1] Modeling Shocks in COVID 19 with Stochastic Differential Equations, [1] Models Additive functionals Harrison Kreps Linear State Space Lucas Asset Pricing Markov Asset Pricing McCall, [1] Multiplicative functionals On-the-Job Search Permanent Income, [1] Pricing Schelling's Segregation Model Sequential analysis

N

Neumann's Theorem

Nonparametric Estimation

O

On-the-Job Search Model Model Features Parameterization Programming Implementation Solving for Policies Optimal Growth Model Policy Function Policy Function Approach Optimal Growth I: The Stochastic Optimal Growth Model, [1]

Optimal Growth II: Time Iteration, [1] Optimal Growth III: The Endogenous Grid Method, [1] Optimal Savings Computation Problem Programming Implementation Optimal Savings I: The Permanent Income Model, [1] Optimal Savings II: LQ Techniques, [1] Optimal Savings III: Occasionally Binding Constraints, [1] Optimal Taxation in an LQ Economy, [1] Orthogonal Projection

P

Periodograms, [1] Computation Interpretation Permanent Income Model Hall's Representation Savings Problem

Positive Definite Matrices Pricing Models, [1] Risk Aversion Risk Neutral

R

Ramsey Problem Optimal Taxation Rational Expectations Equilibrium, [1] Competitive Equilbrium (w. Adjustment Costs) Computation Definition Planning Problem Approach

Robustness

S

Schelling Segregation Model Smoothing, [1] Spectra, [1] Estimation Spectra, Estimation AR(1) Setting Fast Fourier Transform Pre-Filtering Smoothing, [1], [2]

Spectral Analysis, [1], [2] Spectral Densities Spectral Density interpretation Inverting the Transformation Mathematical Theory Spectral Radius Stationary Distributions, [1] Stochastic Matrices

U

Unbounded Utility

V

Vectors, [1] Inner Product Linear Independence Norm Operations Span

W

Wealth Distribution Dynamics, [1]

White Noise, [1] Wold's Decomposition