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
- 14. Geometric Series for Elementary Economics
- 15. Linear Algebra
- 16. Orthogonal Projections and Their Applications
- 17. LLN and CLT
- 18. Linear State Space Models
- 19. Finite Markov Chains
- 20. Continuous State Markov Chains
- 21. A First Look at the Kalman Filter
- 22. Numerical Linear Algebra and Factorizations
- 23. Krylov Methods and Matrix Conditioning
Dynamic Programming
- 24. Shortest Paths
- 25. Job Search I: The McCall Search Model
- 26. Job Search II: Search and Separation
- 27. A Problem that Stumped Milton Friedman
- 28. Job Search III: Search with Learning
- 29. Job Search IV: Modeling Career Choice
- 30. Job Search V: On-the-Job Search
- 31. Optimal Growth I: The Stochastic Optimal Growth Model
- 32. Optimal Growth II: Time Iteration
- 33. Optimal Growth III: The Endogenous Grid Method
- 34. LQ Dynamic Programming Problems
- 35. Optimal Savings I: The Permanent Income Model
- 36. Optimal Savings II: LQ Techniques
- 37. Consumption and Tax Smoothing with Complete and Incomplete Markets
- 38. Optimal Savings III: Occasionally Binding Constraints
- 39. Robustness
- 40. Discrete State Dynamic Programming
Modeling in Continuous Time
Multiple Agent Models
- 43. Schelling’s Segregation Model
- 44. A Lake Model of Employment and Unemployment
- 45. Rational Expectations Equilibrium
- 46. Markov Perfect Equilibrium
- 47. Asset Pricing I: Finite State Models
- 48. Asset Pricing II: The Lucas Asset Pricing Model
- 49. Asset Pricing III: Incomplete Markets
- 50. Uncertainty Traps
- 51. The Aiyagari Model
- 52. Default Risk and Income Fluctuations
- 53. Globalization and Cycles
Time Series Models
Dynamic Programming Squared
Previous website
While this new site will receive all future updates, you may still view the old site here for the next month.