FIX: Issue with {doc} links to showing document name (#27)

mmcky · web-flow · commit a0f4a7f1f069 · 2021-04-19T15:53:18.000+10:00
* migrate new sources from lecture-python using sphinx-tomyst (f772bb0)

* update soruces from lecture-python-advanced using sphinx-tomyst (b0ad3da)
diff --git a/lectures/BCG_complete_mkts.md b/lectures/BCG_complete_mkts.md
@@ -37,7 +37,7 @@ tags: [hide-output]
 
 ## Introduction
 
-This is a prolegomenon to another lecture {doc}`BCG_incomplete_mkts <BCG_incomplete_mkts>` about a model with
+This is a prolegomenon to another lecture {doc}`Equilibrium Capital Structures with Incomplete Markets <BCG_incomplete_mkts>` about a model with
 incomplete markets authored by Bisin, Clementi, and Gottardi {cite}`BCG_2018`.
 
 We adopt specifications of preferences and technologies very close to
diff --git a/lectures/BCG_incomplete_mkts.md b/lectures/BCG_incomplete_mkts.md
@@ -37,18 +37,18 @@ tags: [hide-output]
 
 ## Introduction
 
-This is an extension of an earlier lecture {doc}`BCG_complete_mkts <BCG_complete_mkts>` about a **complete markets**
+This is an extension of an earlier lecture {doc}`Irrelevance of Capital Structure with Complete Markets <BCG_complete_mkts>` about a **complete markets**
 model.
 
 In contrast to that lecture, this one  describes an instance of a model authored by Bisin, Clementi, and Gottardi {cite}`BCG_2018`
 in which financial markets are **incomplete**.
 
 Instead of being able to trade equities and a full set of one-period
-Arrow securities as they can in {doc}`BCG_complete_mkts <BCG_complete_mkts>`, here consumers and firms trade only equity and a bond.
+Arrow securities as they can in {doc}`Irrelevance of Capital Structure with Complete Markets <BCG_complete_mkts>`, here consumers and firms trade only equity and a bond.
 
 It is useful to watch how outcomes differ  in the two settings.
 
-In the complete markets economy in {doc}`BCG_complete_mkts <BCG_complete_mkts>`
+In the complete markets economy in {doc}`Irrelevance of Capital Structure with Complete Markets <BCG_complete_mkts>`
 
 - there is a unique  stochastic discount factor that prices all assets
 - consumers’ portfolio choices are indeterminate
@@ -63,15 +63,15 @@ In the incomplete markets economy studied here
 - while **individual** firms' financial structures are indeterminate, thus conforming to part of a Modigliani-Miller theorem,
   {cite}`Modigliani_Miller_1958`, the **aggregate**  of all firms' financial structures **is** determinate.
 
-A  `Big K, little k` analysis played an important role in the  previous lecture {doc}`BCG_complete_mkts <BCG_complete_mkts>`.
+A  `Big K, little k` analysis played an important role in the  previous lecture {doc}`Irrelevance of Capital Structure with Complete Markets <BCG_complete_mkts>`.
 
 A more subtle version of a `Big K, little k`   features in  the   BCG incomplete markets environment here.
 
 We use it to convey the heart of what BCG call a **rational conjectures** equilibrium in which conjectures are about
 equilibrium pricing functions in regions of the state space that  an average consumer or firm does not visit in equilibrium.
 
 Note that the absence of complete markets means that we can compute competitive equilibrium prices and allocations by first solving
-the simple planning problem that we did in {doc}`BCG_complete_mkts <BCG_complete_mkts>`.
+the simple planning problem that we did in {doc}`Irrelevance of Capital Structure with Complete Markets <BCG_complete_mkts>`.
 
 Instead, we compute an equilibrium by solving a system of simultaneous inequalities.
 
@@ -107,7 +107,7 @@ $\theta^i_0$ shares of a representative firm.
 
 ### Measures of agents and firms
 
-As in the companion lecture {doc}`BCG_complete_mkts <BCG_complete_mkts>` that studies a complete markets version of
+As in the companion lecture {doc}`Irrelevance of Capital Structure with Complete Markets <BCG_complete_mkts>` that studies a complete markets version of
 the model, we follow BCG in assuming that there are unit measures of
 
 - consumers of type $i=1$
@@ -1316,7 +1316,7 @@ indeterminate, the **market’s** financial structure is determinant and
 sits at the red dot in the above graph.
 
 This contrasts sharply with the *unqualified* Modigliani-Miller theorem
-descibed in the complete markets model in the lecture {doc}`BCG_complete_mkts <BCG_complete_mkts>`.
+descibed in the complete markets model in the lecture {doc}`Irrelevance of Capital Structure with Complete Markets <BCG_complete_mkts>`.
 
 There the **market’s** financial structure was indeterminate.
 
diff --git a/lectures/classical_filtering.md b/lectures/classical_filtering.md
@@ -223,7 +223,7 @@ $$
 
 ### Implementation
 
-Here's the code that computes solutions to LQ control and filtering problems using the methods described here and in {doc}`lu_tricks <lu_tricks>`.
+Here's the code that computes solutions to LQ control and filtering problems using the methods described here and in {doc}`Classical Control with Linear Algebra <lu_tricks>`.
 
 ```{literalinclude} _static/lecture_specific/lu_tricks/control_and_filter.py
 ```
@@ -829,7 +829,7 @@ Thus, we have
 \, X_t
 ```
 
-This formula is useful in solving stochastic versions of problem 1 of lecture {doc}`lu_tricks <lu_tricks>` in which the randomness emerges because $\{a_t\}$ is a stochastic
+This formula is useful in solving stochastic versions of problem 1 of lecture {doc}`Classical Control with Linear Algebra <lu_tricks>` in which the randomness emerges because $\{a_t\}$ is a stochastic
 process.
 
 The problem is to maximize
diff --git a/lectures/smoothing.md b/lectures/smoothing.md
@@ -91,7 +91,7 @@ import scipy.linalg as la
 
 This lecture can be viewed as a followup to [Optimal Savings II: LQ Techniques](https://python-intro.quantecon.org/perm_income_cons.html)
 
-This lecture is also a prologomenon to a lecture on tax-smoothing {doc}`smoothing_tax <smoothing_tax>`
+This lecture is also a prologomenon to a lecture on tax-smoothing {doc}`Tax Smoothing with Complete and Incomplete Markets <smoothing_tax>`
 
 ## Background
 
diff --git a/lectures/smoothing_tax.md b/lectures/smoothing_tax.md
@@ -38,7 +38,7 @@ tags: [hide-output]
 
 ## Overview
 
-This lecture describes tax-smoothing models that are counterparts to consumption-smoothing models in {doc}`smoothing <smoothing>`.
+This lecture describes tax-smoothing models that are counterparts to consumption-smoothing models in {doc}`Consumption Smoothing with Complete and Incomplete Markets <smoothing>`.
 
 * one is in the **complete markets** tradition of Lucas and Stokey {cite}`LucasStokey1983`.
 * the other is in the **incomplete markets** tradition  of  Barro {cite}`Barro1979`.
@@ -76,7 +76,7 @@ For each version of a consumption-smoothing model,  a tax-smoothing counterpart
 * a consumer's  nonfinancial income as a government's purchases
 * a consumer's *debt* as a government's *assets*
 
-Thus, we can convert  the consumption-smoothing models in lecture {doc}`smoothing <smoothing>` into  tax-smoothing models by setting
+Thus, we can convert  the consumption-smoothing models in lecture {doc}`Consumption Smoothing with Complete and Incomplete Markets <smoothing>` into  tax-smoothing models by setting
 $c_t = T_t$, $y_t = G_t$, and $- b_t = a_t$,  where $T_t$ is total tax
 collections, $\{G_t\}$ is an exogenous government expenditures
 process, and $a_t$ is the government's holdings of one-period risk-free bonds coming maturing at the due at the beginning of time $t$.
@@ -101,7 +101,7 @@ import matplotlib.pyplot as plt
 import scipy.linalg as la
 ```
 
-To exploit the isomorphism between consumption-smoothing and tax-smoothing models, we  simply use code from {doc}`smoothing <smoothing>`
+To exploit the isomorphism between consumption-smoothing and tax-smoothing models, we  simply use code from {doc}`Consumption Smoothing with Complete and Incomplete Markets <smoothing>`
 
 ### Code
 
@@ -922,11 +922,11 @@ taxes have on equilibrium prices and allocations.
 In {doc}`optimal taxation in an LQ economy <lqramsey>` and {doc}`recursive optimal taxation <opt_tax_recur>`, we study **complete-markets**
 models in which the government recognizes that it can manipulate  Arrow securities prices.
 
-Linear-quadratic versions of the Lucas-Stokey tax-smoothing model are described in {doc}`lqramsey <lqramsey>`.
+Linear-quadratic versions of the Lucas-Stokey tax-smoothing model are described in {doc}`Optimal Taxation in an LQ Economy <lqramsey>`.
 
-That lecture is a warm-up for the non-linear-quadratic model of tax smoothing described in {doc}`opt_tax_recur <opt_tax_recur>`.
+That lecture is a warm-up for the non-linear-quadratic model of tax smoothing described in {doc}`Optimal Taxation with State-Contingent Debt <opt_tax_recur>`.
 
-In both {doc}`lqramsey <lqramsey>` and {doc}`opt_tax_recur <opt_tax_recur>`, the government  recognizes that its decisions affect prices.
+In both {doc}`Optimal Taxation in an LQ Economy <lqramsey>` and {doc}`Optimal Taxation with State-Contingent Debt <opt_tax_recur>`, the government  recognizes that its decisions affect prices.
 
 In {doc}`optimal taxation with incomplete markets <amss>`, we study an **incomplete-markets** model in which the
 government also manipulates  prices of government debt.
