{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "\n", "\n", "
\n", " \n", " \"QuantEcon\"\n", " \n", "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Multiple Agent Models\n", "\n", "These lectures look at important economic models that also illustrate common\n", "equilibrium concepts." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Lectures\n", "\n", "- [Schelling’s Segregation Model](schelling.ipynb)\n", " - [Overview](schelling.ipynb#overview)\n", " - [The Model](schelling.ipynb#the-model)\n", " - [Results](schelling.ipynb#results)\n", " - [Exercises](schelling.ipynb#exercises)\n", " - [Solutions](schelling.ipynb#solutions)\n", "- [A Lake Model of Employment and Unemployment](lake_model.ipynb)\n", " - [Overview](lake_model.ipynb#overview)\n", " - [The Model](lake_model.ipynb#the-model)\n", " - [Implementation](lake_model.ipynb#implementation)\n", " - [Dynamics of an Individual Worker](lake_model.ipynb#dynamics-of-an-individual-worker)\n", " - [Endogenous Job Finding Rate](lake_model.ipynb#endogenous-job-finding-rate)\n", " - [Exercises](lake_model.ipynb#exercises)\n", " - [Solutions](lake_model.ipynb#solutions)\n", "- [Rational Expectations Equilibrium](rational_expectations.ipynb)\n", " - [Overview](rational_expectations.ipynb#overview)\n", " - [Defining Rational Expectations Equilibrium](rational_expectations.ipynb#defining-rational-expectations-equilibrium)\n", " - [Computation of an Equilibrium](rational_expectations.ipynb#computation-of-an-equilibrium)\n", " - [Exercises](rational_expectations.ipynb#exercises)\n", " - [Solutions](rational_expectations.ipynb#solutions)\n", "- [Markov Perfect Equilibrium](markov_perf.ipynb)\n", " - [Overview](markov_perf.ipynb#overview)\n", " - [Background](markov_perf.ipynb#background)\n", " - [Linear Markov perfect equilibria](markov_perf.ipynb#linear-markov-perfect-equilibria)\n", " - [Application](markov_perf.ipynb#application)\n", " - [Exercises](markov_perf.ipynb#exercises)\n", " - [Solutions](markov_perf.ipynb#solutions)\n", "- [Asset Pricing I: Finite State Models](markov_asset.ipynb)\n", " - [Overview](markov_asset.ipynb#overview)\n", " - [Pricing Models](markov_asset.ipynb#pricing-models)\n", " - [Prices in the Risk Neutral Case](markov_asset.ipynb#prices-in-the-risk-neutral-case)\n", " - [Asset Prices under Risk Aversion](markov_asset.ipynb#asset-prices-under-risk-aversion)\n", " - [Exercises](markov_asset.ipynb#exercises)\n", " - [Solutions](markov_asset.ipynb#solutions)\n", "- [Asset Pricing II: The Lucas Asset Pricing Model](lucas_model.ipynb)\n", " - [Overview](lucas_model.ipynb#overview)\n", " - [The Lucas Model](lucas_model.ipynb#the-lucas-model)\n", " - [Exercises](lucas_model.ipynb#exercises)\n", " - [Solutions](lucas_model.ipynb#solutions)\n", "- [Asset Pricing III: Incomplete Markets](harrison_kreps.ipynb)\n", " - [Overview](harrison_kreps.ipynb#overview)\n", " - [Structure of the Model](harrison_kreps.ipynb#structure-of-the-model)\n", " - [Solving the Model](harrison_kreps.ipynb#solving-the-model)\n", " - [Exercises](harrison_kreps.ipynb#exercises)\n", " - [Solutions](harrison_kreps.ipynb#solutions)\n", "- [Uncertainty Traps](uncertainty_traps.ipynb)\n", " - [Overview](uncertainty_traps.ipynb#overview)\n", " - [The Model](uncertainty_traps.ipynb#the-model)\n", " - [Implementation](uncertainty_traps.ipynb#implementation)\n", " - [Results](uncertainty_traps.ipynb#results)\n", " - [Exercises](uncertainty_traps.ipynb#exercises)\n", " - [Solutions](uncertainty_traps.ipynb#solutions)\n", " - [Exercise 2](uncertainty_traps.ipynb#id6)\n", "- [The Aiyagari Model](aiyagari.ipynb)\n", " - [Overview](aiyagari.ipynb#overview)\n", " - [The Economy](aiyagari.ipynb#the-economy)\n", " - [Firms](aiyagari.ipynb#firms)\n", " - [Code](aiyagari.ipynb#code)\n", "- [Default Risk and Income Fluctuations](arellano.ipynb)\n", " - [Overview](arellano.ipynb#overview)\n", " - [Structure](arellano.ipynb#structure)\n", " - [Equilibrium](arellano.ipynb#equilibrium)\n", " - [Computation](arellano.ipynb#computation)\n", " - [Results](arellano.ipynb#results)\n", " - [Exercises](arellano.ipynb#exercises)\n", " - [Solutions](arellano.ipynb#solutions)\n", "- [Globalization and Cycles](matsuyama.ipynb)\n", " - [Overview](matsuyama.ipynb#overview)\n", " - [Key Ideas](matsuyama.ipynb#key-ideas)\n", " - [Model](matsuyama.ipynb#model)\n", " - [Simulation](matsuyama.ipynb#simulation)\n", " - [Exercises](matsuyama.ipynb#exercises)\n", " - [Solutions](matsuyama.ipynb#solutions)" ] } ], "metadata": { "filename": "index.rst", "kernelspec": { "display_name": "Julia 1.2", "language": "julia", "name": "julia-1.2" }, "title": "Multiple Agent Models" }, "nbformat": 4, "nbformat_minor": 2 }