Advanced Quantitative Economics with Python#
This website presents a set of advanced lectures on quantitative economic modeling.
Tools and Techniques
LQ Control
- 5. Information and Consumption Smoothing
- 6. Consumption Smoothing with Complete and Incomplete Markets
- 7. Tax Smoothing with Complete and Incomplete Markets
- 8. Markov Jump Linear Quadratic Dynamic Programming
- 9. How to Pay for a War: Part 1
- 10. How to Pay for a War: Part 2
- 11. How to Pay for a War: Part 3
- 12. Optimal Taxation in an LQ Economy
Multiple Agent Models
Dynamic Linear Economies
Risk, Model Uncertainty, and Robustness
Time Series Models
- 30. Covariance Stationary Processes
- 31. Estimation of Spectra
- 32. Additive and Multiplicative Functionals
- 33. Classical Control with Linear Algebra
- 34. Classical Prediction and Filtering With Linear Algebra
- 35. Knowing the Forecasts of Others
- 36. Demand for Money during Hyperinflations under Rational Expectations
- 37. Hyperinflation and Information Projection
Asset Pricing and Finance
- 38. Asset Pricing II: The Lucas Asset Pricing Model
- 39. Elementary Asset Pricing Theory
- 40. The Role of Conditioning Information in Asset Pricing
- 41. The Hansen-Jagannathan Bound
- 42. Two Modifications of Mean-Variance Portfolio Theory
- 43. Doubts or Variability?
- 44. Risk Aversion or Mistaken Beliefs?
- 45. Irrelevance of Capital Structures with Complete Markets
- 46. Equilibrium Capital Structures with Incomplete Markets
Dynamic Programming Squared
- 47. Optimal Unemployment Insurance
- 48. Stackelberg Plans
- 49. Machine Learning a Ramsey Plan
- 50. Time Inconsistency of Ramsey Plans
- 51. Sustainable Plans for a Calvo Model
- 52. Optimal Taxation with State-Contingent Debt
- 53. Optimal Taxation without State-Contingent Debt
- 54. Fluctuating Interest Rates Deliver Fiscal Insurance
- 55. Fiscal Risk and Government Debt
- 56. Competitive Equilibria of a Model of Chang
- 57. Credible Government Policies in a Model of Chang
- 58. Accounting for Monetary and Fiscal Policy