{ "cells": [ { "cell_type": "markdown", "id": "a31dcc6f", "metadata": {}, "source": [ "$$\n", "\\newcommand{\\argmax}{arg\\,max}\n", "\\newcommand{\\argmin}{arg\\,min}\n", "\\newcommand{\\col}{col}\n", "\\newcommand{\\Span}{span}\n", "\\newcommand{\\epsilon}{\\varepsilon}\n", "\\newcommand{\\EE}{\\mathbb{E}}\n", "\\newcommand{\\PP}{\\mathbb{P}}\n", "\\newcommand{\\RR}{\\mathbb{R}}\n", "\\newcommand{\\NN}{\\mathbb{N}}\n", "\\newcommand{\\ZZ}{\\mathbb{Z}}\n", "\\newcommand{\\aA}{\\mathcal{A}}\n", "\\newcommand{\\bB}{\\mathcal{B}}\n", "\\newcommand{\\cC}{\\mathcal{C}}\n", "\\newcommand{\\dD}{\\mathcal{D}}\n", "\\newcommand{\\eE}{\\mathcal{E}}\n", "\\newcommand{\\fF}{\\mathcal{F}}\n", "\\newcommand{\\gG}{\\mathcal{G}}\n", "\\newcommand{\\hH}{\\mathcal{H}}\n", "$$" ] }, { "cell_type": "markdown", "id": "67a5fb70", "metadata": {}, "source": [ "# Advanced Quantitative Economics with Python\n", "\n", "This website presents a set of advanced lectures on quantitative economic modeling." ] }, { "cell_type": "markdown", "id": "079169e6", "metadata": {}, "source": [ "# Tools and Techniques\n", "\n", "- [Orthogonal Projections and Their Applications](https://python-advanced.quantecon.org/orth_proj.html)\n", "- [Continuous State Markov Chains](https://python-advanced.quantecon.org/stationary_densities.html)\n", "- [Reverse Engineering a la Muth](https://python-advanced.quantecon.org/muth_kalman.html)\n", "- [Discrete State Dynamic Programming](https://python-advanced.quantecon.org/discrete_dp.html)" ] }, { "cell_type": "markdown", "id": "b816d1bc", "metadata": {}, "source": [ "# LQ Control\n", "\n", "- [Information and Consumption Smoothing](https://python-advanced.quantecon.org/cons_news.html)\n", "- [Consumption Smoothing with Complete and Incomplete Markets](https://python-advanced.quantecon.org/smoothing.html)\n", "- [Tax Smoothing with Complete and Incomplete Markets](https://python-advanced.quantecon.org/smoothing_tax.html)\n", "- [Markov Jump Linear Quadratic Dynamic Programming](https://python-advanced.quantecon.org/markov_jump_lq.html)\n", "- [How to Pay for a War: Part 1](https://python-advanced.quantecon.org/tax_smoothing_1.html)\n", "- [How to Pay for a War: Part 2](https://python-advanced.quantecon.org/tax_smoothing_2.html)\n", "- [How to Pay for a War: Part 3](https://python-advanced.quantecon.org/tax_smoothing_3.html)\n", "- [Optimal Taxation in an LQ Economy](https://python-advanced.quantecon.org/lqramsey.html)" ] }, { "cell_type": "markdown", "id": "e5d49ca2", "metadata": {}, "source": [ "# Multiple Agent Models\n", "\n", "- [Default Risk and Income Fluctuations](https://python-advanced.quantecon.org/arellano.html)\n", "- [Globalization and Cycles](https://python-advanced.quantecon.org/matsuyama.html)\n", "- [Coase’s Theory of the Firm](https://python-advanced.quantecon.org/coase.html)\n", "- [Composite Sorting](https://python-advanced.quantecon.org/match_transport.html)" ] }, { "cell_type": "markdown", "id": "17e9112c", "metadata": {}, "source": [ "# Dynamic Linear Economies\n", "\n", "- [Recursive Models of Dynamic Linear Economies](https://python-advanced.quantecon.org/hs_recursive_models.html)\n", "- [Growth in Dynamic Linear Economies](https://python-advanced.quantecon.org/growth_in_dles.html)\n", "- [Lucas Asset Pricing Using DLE](https://python-advanced.quantecon.org/lucas_asset_pricing_dles.html)\n", "- [IRFs in Hall Models](https://python-advanced.quantecon.org/irfs_in_hall_model.html)\n", "- [Permanent Income Model using the DLE Class](https://python-advanced.quantecon.org/permanent_income_dles.html)\n", "- [Gorman Aggregation](https://python-advanced.quantecon.org/gorman_heterogeneous_households.html)\n", "- [Rosen Schooling Model](https://python-advanced.quantecon.org/rosen_schooling_model.html)\n", "- [Cattle Cycles](https://python-advanced.quantecon.org/cattle_cycles.html)\n", "- [Shock Non Invertibility](https://python-advanced.quantecon.org/hs_invertibility_example.html)" ] }, { "cell_type": "markdown", "id": "c1643bf9", "metadata": {}, "source": [ "# Risk, Model Uncertainty, and Robustness\n", "\n", "- [Risk and Model Uncertainty](https://python-advanced.quantecon.org/five_preferences.html)\n", "- [Etymology of Entropy](https://python-advanced.quantecon.org/entropy.html)\n", "- [Robustness](https://python-advanced.quantecon.org/robustness.html)\n", "- [Robust Markov Perfect Equilibrium](https://python-advanced.quantecon.org/rob_markov_perf.html)" ] }, { "cell_type": "markdown", "id": "46c5e467", "metadata": {}, "source": [ "# Time Series Models\n", "\n", "- [Covariance Stationary Processes](https://python-advanced.quantecon.org/arma.html)\n", "- [Estimation of Spectra](https://python-advanced.quantecon.org/estspec.html)\n", "- [Additive and Multiplicative Functionals](https://python-advanced.quantecon.org/additive_functionals.html)\n", "- [Classical Control with Linear Algebra](https://python-advanced.quantecon.org/lu_tricks.html)\n", "- [Classical Prediction and Filtering With Linear Algebra](https://python-advanced.quantecon.org/classical_filtering.html)\n", "- [Knowing the Forecasts of Others](https://python-advanced.quantecon.org/knowing_forecasts_of_others.html)" ] }, { "cell_type": "markdown", "id": "dcd506f0", "metadata": {}, "source": [ "# Asset Pricing and Finance\n", "\n", "- [Asset Pricing II: The Lucas Asset Pricing Model](https://python-advanced.quantecon.org/lucas_model.html)\n", "- [Elementary Asset Pricing Theory](https://python-advanced.quantecon.org/asset_pricing_lph.html)\n", "- [Two Modifications of Mean-Variance Portfolio Theory](https://python-advanced.quantecon.org/black_litterman.html)\n", "- [Irrelevance of Capital Structures with Complete Markets](https://python-advanced.quantecon.org/BCG_complete_mkts.html)\n", "- [Equilibrium Capital Structures with Incomplete Markets](https://python-advanced.quantecon.org/BCG_incomplete_mkts.html)" ] }, { "cell_type": "markdown", "id": "78eb773f", "metadata": {}, "source": [ "# Dynamic Programming Squared\n", "\n", "- [Optimal Unemployment Insurance](https://python-advanced.quantecon.org/un_insure.html)\n", "- [Stackelberg Plans](https://python-advanced.quantecon.org/dyn_stack.html)\n", "- [Machine Learning a Ramsey Plan](https://python-advanced.quantecon.org/calvo_machine_learn.html)\n", "- [Time Inconsistency of Ramsey Plans](https://python-advanced.quantecon.org/calvo.html)\n", "- [Sustainable Plans for a Calvo Model](https://python-advanced.quantecon.org/calvo_abreu.html)\n", "- [Optimal Taxation with State-Contingent Debt](https://python-advanced.quantecon.org/opt_tax_recur.html)\n", "- [Optimal Taxation without State-Contingent Debt](https://python-advanced.quantecon.org/amss.html)\n", "- [Fluctuating Interest Rates Deliver Fiscal Insurance](https://python-advanced.quantecon.org/amss2.html)\n", "- [Fiscal Risk and Government Debt](https://python-advanced.quantecon.org/amss3.html)\n", "- [Competitive Equilibria of a Model of Chang](https://python-advanced.quantecon.org/chang_ramsey.html)\n", "- [Credible Government Policies in a Model of Chang](https://python-advanced.quantecon.org/chang_credible.html)" ] }, { "cell_type": "markdown", "id": "a96a9189", "metadata": {}, "source": [ "# Other\n", "\n", "- [Troubleshooting](https://python-advanced.quantecon.org/troubleshooting.html)\n", "- [References](https://python-advanced.quantecon.org/zreferences.html)\n", "- [Execution Statistics](https://python-advanced.quantecon.org/status.html)" ] } ], "metadata": { "date": 1769597373.0245407, "filename": "intro.md", "kernelspec": { "display_name": "Python", "language": "python3", "name": "python3" }, "title": "Advanced Quantitative Economics with Python" }, "nbformat": 4, "nbformat_minor": 5 }