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