索引

A

A Bayesian Formulation of Friedman and Wald's Problem, [1] A Problem that Stumped Milton Friedman, [1] An Introduction to Job Search Arrow Securities competitive equilibrium

Asset Pricing GMM Estimation MLE Estimation Asset Pricing: Finite State Models, [1]

B

Bewley Model, [1] Blackwell and screening Bounded Rationality Exchange Rate Indeterminacy Genetic Algorithms Money as a Medium of Exchange Overlapping Generations Parameterized Expectations Prospects

C

Central Limit Theorem, [1] Intuition Multivariate Case Certainty Equivalence Robustness, [1]

CLT, [1] Complete Markets Arrow securities Consumption Smoothing Cross-Section Distributions consumption

D

Detection Error Probabilities Distorted Expectations Stackelberg multiplier game

Dynamic Programming Computation Theory Unbounded Utility

E

Eigenvalues, [1]

Eigenvectors, [1] Ergodicity, [1]

F

Finite Markov Asset Pricing Lucas Tree Finite Markov Chains, [1], [2] Stochastic Matrices

Frequency Domain permanent income model

G

Gram-Schmidt process

H

Hansen Sargent Tallarini model

hidden Markov model History Dependence

I

Information pricing strategic experimentation

Irreducibility and Aperiodicity, [1]

J

Job Search VIII: On-the-Job Search, [1]

K

Kalman Filter and vector autoregressions, [1] Programming Implementation

Kalman Filter 2 Kesten processes heavy tails

L

Lake Model Lake Model, Endogenous Law of Large Numbers, [1] Illustration Multivariate Case Proof Learning two-sided Linear Algebra Differentiating Linear and Quadratic Forms Eigenvalues Eigenvectors Matrices Matrix Norms Neumann's Theorem Positive Definite Matrices SciPy Series Expansions Spectral Radius Vectors

Linear Markov Perfect Equilibria Linear State Space Models Distributions, [1] Ergodicity Martingale Difference Shocks Moments Moving Average Representations Prediction Stationarity Time Trends Univariate Autoregressive Processes LLN, [1] LQ Control Infinite Horizon Optimality (Finite Horizon) Permanent Income, [1] LQ Permanent Income Model cross section standard LQ控制

M

Marginal Distributions, [1] Markov Asset Pricing Overview Markov Chains Calculating Stationary Distributions Convergence to Stationarity Cross-Sectional Distributions Ergodicity Forecasting Future Values Future Probabilities Irreducibility, Aperiodicity Marginal Distributions Simulation Stationary Distributions Markov Perfect Equilibrium Applications Markov process, inventory Matrix Determinants Inverse Maps Numpy Operations Solving Systems of Equations

Modeling Career Choice Modeling COVID 19, [1] Models Harrison Kreps Linear State Space Markov Asset Pricing McCall Morris Learning On-the-Job Search Permanent Income, [1] Pricing Sequential analysis, [1]

N

Neumann's Theorem

O

Observational Equivalence heterogeneous agents robustness and discounting Theorem 1 Theorem 2 On-the-Job Search Model Model Features Programming Implementation Solving for Policies 参数化 Optimal Savings Computation, [1] Model Policy Function Policy Function Approach Problem, [1] Programming Implementation, [1]

Optimal Savings III: Stochastic Returns, [1] Optimal Savings VI: EGM with JAX, [1] Organization Capital Bayesian Screening Human Capital Industry Equilibrium Personnel Information Team Information Transfer Costs

P

Pandas for Panel Data Permanent Income Hypothesis Friedman Permanent Income II: LQ Techniques, [1] Permanent Income Model examples Phillips Curve Adaptive Expectations Adaptive Learning and Escape Dynamics Credibility Problem Credible Policies Drifts and Volatilities Escaping Nash Inflation Fed Policy in the 2020s Optimal Misspecified Beliefs Priors and Learning Cycles Rise and Fall of U.S. Inflation Self-Confirming Equilibria

Positive Definite Matrices Precautionary Savings robustness robustness vs convex marginal utility Pricing Models, [1] Risk Aversion Risk-Neutral Python Pandas python, [1]

Q

Quantity Theory of Money

R

Rational Expectations Equilibrium, [1] Competitive Equilbrium (w. Adjustment Costs) Computation Definition Planning Problem Approach Riccati equation matrix difference

Robust Bewley Model Robust Control breakdown point permanent income Robustness payoff evaluation

S

spectral factorization identity Spectral Radius Stationary Distributions, [1]

Stochastic Matrices Survival Recursive Preferences

T

The Income Fluctuation Problem III: The Endogenous Grid Method, [1] The Income Fluctuation Problem IV: Transient Income Shocks, [1]

The Income Fluctuation Problem V: Stochastic Returns on Assets, [1] The Permanent Income Model, [1]

U

Unbounded Utility

V

Vector Autoregression and Kalman filter subsystems vector autoregression Vectors, [1] Inner Product Linear Independence Norm Operations Span

卡

卡尔曼滤波

卡尔曼滤波器 递归程序

工

工作搜寻导论

最

最优储蓄 IV：时间迭代, [1]

最优储蓄 V：内生网格法, [1]

永

永久收入模型 储蓄问题 霍尔的表示方法

线

线性状态空间模型 向量自回归 季节性

线性理性预期模型中的稳定性

马

马尔可夫完美均衡 概述 背景