Advanced Quantitative Economics with Python#
This website presents a set of advanced lectures on quantitative economic modeling, designed and written by Thomas J. Sargent and John Stachurski.
For an overview of the series, see this page
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
Asset Pricing and Finance
Dynamic Programming Squared
- 39. Optimal Unemployment Insurance
- 40. Stackelberg Plans
- 41. Ramsey Plans, Time Inconsistency, Sustainable Plans
- 42. Optimal Taxation with State-Contingent Debt
- 43. Optimal Taxation without State-Contingent Debt
- 44. Fluctuating Interest Rates Deliver Fiscal Insurance
- 45. Fiscal Risk and Government Debt
- 46. Competitive Equilibria of a Model of Chang
- 47. Credible Government Policies in a Model of Chang
Previous website
While this new site will receive all future updates, you may still view the old site here for the next month.