Econ GA-3002, New York University#
Spring 2025, Topics in Computational Economics
Teachers: Alfred Galichon and Thomas Sargent
This website presents selected QuantEcon lectures for Tom’s part of the class
Linear Quadratic Control
Applications
More Applications
- Information and Consumption Smoothing
- Consumption Smoothing with Complete and Incomplete Markets
- Tax Smoothing with Complete and Incomplete Markets
- Machine Learning a Ramsey Plan
- Stackelberg Plans
- Time Inconsistency of Ramsey Plans
- Sustainable Plans for a Calvo Model
- Robustness
- Robust Markov Perfect Equilibrium
QuantEcon Reference Materials
- The Aiyagari Model
- Optimal Taxation without State-Contingent Debt
- Fluctuating Interest Rates Deliver Fiscal Insurance
- Fiscal Risk and Government Debt
- Cake Eating I: Introduction to Optimal Saving
- Cake Eating II: Numerical Methods
- Classical Prediction and Filtering With Linear Algebra
- Shock Non Invertibility
- Job Search VI: On-the-Job Search
- A First Look at the Kalman Filter
- Linear State Space Models
- Optimal Taxation in an LQ Economy
- Classical Control with Linear Algebra
- Job Search I: The McCall Search Model
- Job Search II: Search and Separation
- Job Search III: Fitted Value Function Iteration
- Optimal Growth I: The Stochastic Optimal Growth Model
- Optimal Growth II: Accelerating the Code with Numba
- Optimal Taxation with State-Contingent Debt
- Rational Expectations Equilibrium
- Stability in Linear Rational Expectations Models
- Samuelson Multiplier-Accelerator