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PhD Macro with Python
Thomas J. Sargent & John Stachurski
Index
A
|
B
|
C
|
F
|
M
|
P
|
R
|
S
A
Asset Pricing: Finite State Models
,
[1]
B
Bellman Equation
C
Consumption
Tax
F
Finite Markov Asset Pricing
Lucas Tree
M
Markov Asset Pricing
Overview
Models
Harrison Kreps
Markov Asset Pricing
Pricing
P
Pricing Models
,
[1]
Risk Aversion
Risk-Neutral
python
,
[1]
R
Robustness
S
Smoothing
Tax
Contents
PhD Macro with Python
1. Competitive equilibrium with one-period Arrow securities
2. Asset Pricing: Finite State Models
3. Asset Pricing with Incomplete Markets
4. Information and Consumption Smoothing
5. Consumption Smoothing with Complete and Incomplete Markets
6. Tax Smoothing with Complete and Incomplete Markets
7. Robustness
8. Markov Jump Linear Quadratic Dynamic Programming
9. How to Pay for a War: Part 1
10. Irrelevance of Capital Structures with Complete Markets
11. Equilibrium Capital Structures with Incomplete Markets
12. Stackelberg Plans
13. Troubleshooting
14. References