Dynamic Programming with Python#
This website presents a set of lectures on dynamic programming for Economists using Python.
Introduction
Job Search
- 3. Job Search I: The McCall Search Model
- 4. Job Search II: Search and Separation
- 5. Job Search III: Search with Separation and Markov Wages
- 6. Job Search IV: Fitted Value Function Iteration
- 7. Job Search V: Persistent and Transitory Wage Shocks
- 8. Job Search VI: Modeling Career Choice
- 9. Job Search VII: On-the-Job Search
- 10. Job Search VIII: Search with Learning
- 11. Job Search IX: Search with Q-Learning
Optimal Savings
Income Fluctuation Problems
- 18. The Income Fluctuation Problem I: Discretization and VFI
- 19. The Income Fluctuation Problem II: Optimistic Policy Iteration
- 20. The Income Fluctuation Problem III: The Endogenous Grid Method
- 21. The Income Fluctuation Problem IV: Transient Income Shocks
- 22. The Income Fluctuation Problem V: Stochastic Returns on Assets
LQ Control
Advanced LQ Control
- 29. Information and Consumption Smoothing
- 30. Consumption Smoothing with Complete and Incomplete Markets
- 31. Tax Smoothing with Complete and Incomplete Markets
- 32. Markov Jump Linear Quadratic Dynamic Programming
- 33. How to Pay for a War: Part 1
- 34. How to Pay for a War: Part 2
- 35. How to Pay for a War: Part 3
- 36. Optimal Taxation in an LQ Economy
Dynamic Programming Squared
- 37. Optimal Unemployment Insurance
- 38. Stackelberg Plans
- 39. Machine Learning a Ramsey Plan
- 40. Time Inconsistency of Ramsey Plans
- 41. Sustainable Plans for a Calvo Model
- 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