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PhD Macro with Python

PhD Macro with Python

Thomas J. Sargent & John Stachurski

PhD Macro with PythonΒΆ

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

  • 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
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