Quantitative Economics with Julia¶
This website presents a set of lectures on quantitative economic modeling, designed and written by Jesse Perla, Thomas J. Sargent and John Stachurski. The language instruction is Julia.
Getting Started with Julia
Package Ecosystem
Software Engineering
Tools and Techniques
Introduction to Dynamics
Dynamic Programming
- 28. Job Search I: The McCall Search Model
- 29. Job Search II: Search and Separation
- 30. A Problem that Stumped Milton Friedman
- 31. Job Search III: Search with Learning
- 32. Job Search IV: Modeling Career Choice
- 33. Job Search V: On-the-Job Search
- 34. Optimal Growth I: The Stochastic Optimal Growth Model
- 35. Optimal Growth II: Time Iteration
- 36. Optimal Growth III: The Endogenous Grid Method
- 37. LQ Dynamic Programming Problems
- 38. Optimal Savings I: The Permanent Income Model
- 39. Optimal Savings II: LQ Techniques
- 40. Consumption and Tax Smoothing with Complete and Incomplete Markets
- 41. Optimal Savings III: Occasionally Binding Constraints
- 42. Robustness
- 43. Discrete State Dynamic Programming
Modeling in Continuous Time
Multiple Agent Models
- 46. Schelling’s Segregation Model
- 47. A Lake Model of Employment and Unemployment
- 48. Rational Expectations Equilibrium
- 49. Markov Perfect Equilibrium
- 50. Asset Pricing I: Finite State Models
- 51. Asset Pricing II: The Lucas Asset Pricing Model
- 52. Asset Pricing III: Incomplete Markets
- 53. Uncertainty Traps
- 54. The Aiyagari Model
- 55. Default Risk and Income Fluctuations
- 56. Globalization and Cycles
Time Series Models
Dynamic Programming Squared