Index

A

An Introduction to Job Search

B

Bellman Equation

C

Consumption Tax

D

Dynamic Programming Computation, [1] Theory Unbounded Utility

J

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

K

Kalman Filter Programming Implementation Recursive Procedure

L

Linear Markov Perfect Equilibria, [1] Linear State Space Models Distributions, [1] Ergodicity Martingale Difference Shocks Moments Moving Average Representations Prediction Seasonals Stationarity Time Trends Univariate Autoregressive Processes Vector Autoregressions

LQ Control Infinite Horizon Optimality (Finite Horizon)

M

Markov Perfect Equilibrium Applications, [1] Background Overview, [1] Models Additive functionals, [1] Linear State Space McCall On-the-Job Search Permanent Income, [1]

O

On-the-Job Search Model Model Features Parameterization Programming Implementation Solving for Policies

Optimal Growth Model, [1] Policy Function Policy Function Approach Optimal Growth I: The Stochastic Optimal Growth Model, [1] Optimal Growth II: Accelerating the Code with Numba, [1]

P

Permanent Income II: LQ Techniques, [1] Permanent Income Model Hall's Representation Savings Problem

python

R

Ramsey Problem Optimal Taxation Rational Expectations Equilibrium, [1] Competitive Equilbrium (w. Adjustment Costs) Computation Definition Planning Problem Approach

Robustness

S

Smoothing Tax

Stability in Linear Rational Expectations Models

T

The Permanent Income Model, [1]

U

Unbounded Utility