PhD Macro with Python
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